Mix warm milk, yeast, and a pinch of sugar. Let sit 5 minutes until foamy.
Combine flour, sugar, and salt in a bowl. Add melted butter, egg, and yeast mixture. Stir to form dough.
Knead 5–7 minutes until smooth. Let rise 45 minutes or until doubled.
Roll dough into a rectangle. Spread softened butter, sprinkle brown sugar and cinnamon, and roll tightly.
Slice into 8 rolls. Place in a greased pan. Let rise 20 minutes.
Bake at 375°F (190°C) for 18–22 minutes until golden. Sprinkle pearl sugar on top if using.