Pour the water into a small bowl. Sprinkle in the yeast and let it dissolve (about 5 minutes). In a large bowl, stir together the warm milk and sugar. Then stir in the dissolved yeast and egg.
With a wooden spoon, stir 2 cups of the flour into the liquid, and then beat well for 100 strokes. Cover the bowl with plastic wrap and leave the sponge undisturbed for 15 minutes.
Stir the salt, the soft butter and flour into the sponge. Only add 1/3 cup of flour at a time until. When the dough balls up and becomes impossible to stir, flour your hands and knead the dough right in the bowl for 2 or 3 minutes.
Transfer the dough to a well-floured counter and continue to knead it for about 6 to 7 more minutes, until it is smooth and elastic. Put the dough in a large, clean, lightly oiled bowl, turning to coat the entire surface. Cover the bowl with plastic wrap and set it aside in a warm, draft-free spot until the dough doubles (about 1 hour).
When the dough has risen, punch it down several times to deflate it. Then knead the dough again on a lightly floured surface for 1 minute. Cover the dough with plastic wrap and let it rest for 10-15 minutes. Butter a 13 x 9" baking pan.
Spread the soft butter over the dough, leaving a 1" border along each of the long edges.
Pinch off rolls with buttered hands. Place the rounded balls on a buttered pan. Let rise 35-45 minutes until double in size. Pre-heat the oven to 350 °F (175 °C) near the end of the rising.
Bake for 30 minutes or until golden brown at 350 °F.
There are 56 calories in 1 serving of Thanksgiving Rolls.