Place water, egg, bread flour, white sugar, powdered milk, salt, 5 tablespoons butter and yeast in bread machine in oder suggested by manufacturer. Select DOUCH setting, and turn machine on.
Preheat oven to 350 degrees F
When machine has finished cycling, remove dough from pan and turn it out onto a lightly floured surface. Divide and shape into 12 rolls, and place on baking sheet sprayed with cooking spray. Allow to rise until doubled in size, about 45 minutes to an hour.
Bake at 350 degrees F for approximately 18 to 20 minutes, until golden brown.