n the bowl of an electric stand mixer fitted with the dough hook attachment add the warm milk and yeast. Stir well to combine and let sit for about 10 minutes until you see that the yeast is foaming at the top of the liquid. Add in the flour, egg and sugar and run the machine on low until the mixture comes together and a ball has formed, about 3-4 minutes. Add in the salt and 1 piece of butter and run the machine on low until combined. Add in the remaining pieces of butter, one piece at a time, not adding the next until the prior is completely mixed in. The dough may seem sticky, that's ok. If the butter isn't super soft it will resist incorporated into the dough. If this happens, stop the mixer, press the butter into the dough and then continue running it on low until it is completely incorporated into the dough.
Once the last of the butter is combined, turn the mixer up to medium and knead for an additional 5-10 minutes or until the dough is smooth and elastic. It should not be sticking to the sides of the bowl, just the very bottom of the bowl. Lightly grease a large bowl with olive oil and place the dough in there, turning to coat the top. Cover loosely with a clean damp towel and set in a warm, draft free spot (not in direct sunlight) for 90 minutes or until double in size.
Once doubled in size, turn the dough out onto a clean surface. Use a small amount of flour underneath the dough if it's a touch sticky. Stretch and roll the dough into a 13x9 inch (33x23 cm) rectangle; the dough should be between 1/4- to 1/2-inches thick (.6 to 1.25 cm). Use a 4-inch (10 cm) round cutter and cut 6 circles out of the dough. Cover loosely with a damp towel while you prep the apples.