In a large mixing bowl, combine the flour, dried yeast, salt and sugar. Rub in the butter until a breadcrumb consistency is achieved.
In a small jug, beat together the egg and milk.
Make a well in the centre of the dry ingredients, add in the egg and milk and start to bring together whilst gradually adding the warm water to form a soft dough. It will be quite sticky at this stage so don’t panic.
Tip the dough out onto a lightly floured surface and knead for 8-10 minutes until smooth and springs back when poked. Pop the dough back into its bowl, cover with cling film and leave to prove for 1-2 hours in a warm place until doubled in size.
Knock back the dough, tip out onto your worksurface and knead lightly to form a smooth ball then divide the dough into 12 equal portions (70g each).
Shape the dough into smooth domes, pinching together any seams and ensuring they are on the underside. Then, using the base of your palm, working the dough out from the centre, lightly roll into an oblong/baguette shape (approx. 10 cm long). Place onto lined baking trays (1 large or 2 small as they will grow). You can cook the rolls next to each other, so that when baked they pull apart – just be sure to leave a 1-2cm gap between them on the tray to give them room to prove/grow.
Cover the trays loosely with cling film and leave to prove for an hour to double in size again.
45 minutes into the second proving, preheat the oven to 200°C (fan) and place a shallow baking tray on the oven floor.
Once the buns have fully proved, beat the glazing egg with 1 tsp water and a pinch of salt then brush it onto the buns. Throw a few ice cubes or a splash of cold water onto the hot tin on the oven floor to create steam, then bake the buns for 15-18 minutes, until golden and their bases sound hollow when tapped. Cool the buns on a cooling rack.
To serve, slice in half, brush with olive oil then toast lightly before filling with a hot dog and toppings.
