In a small bowl combine the water and the milk powder and stir so the milk dissolves and combine well.
In the large bowl of an electric mixer, add flour, yeast , sugar, salt, shortening, egg . Gradually add water and milk mixture and mix on low speed of mixer until ingredients are wet, then turn to medium speed and mix for 2 minutes. The dough will be getting stiff and you may need to remove the bowl from the mixer. The dough should be soft, not overly sticky, and not stiff.
Scrape the dough off the sides of the bowl and pour approximately one tablespoon of vegetable oil all around the sides of the bowl. Turn the dough over in the bowl so it is covered with the oil. (This helps prevent the dough from drying out.) Cover with plastic and allow to rise in a warm place until double in size it takes about 90 minutes.
Sprinkle a cutting board or counter with flour and put the dough on the flour. It is now ready to roll out and cut into desired shape and size of rolls. Place on greased (or parchment lined) baking pans. Let rise in a warm place until the rolls are double in size (approx. 30 to 45 minutes) .At end of second rise heat the pre-heat oven to 375F. When you are ready for baking brush with egg wash.
Bake for 15-20 minutes or until they are browned to your satisfaction.
Remove from the oven and cool it in wire rack. Enjoy with warm butter.