Begin by creaming softened butter and sugar in a mixing bowl for 3–4 minutes until it becomes fluffy and pale.
Add the egg and salt, mixing well until everything is fully combined and smooth - there shouldn't be any streaks of egg left.
Pour in the warm milk (make sure it’s just warm, not hot), add the yeast and flour, and begin kneading. You can do this in a stand mixer with a dough hook or by hand.
Continue kneading until the dough becomes soft and elastic. This will take roughly 15 minutes in a mixer or up to 20 minutes if done by hand. If it’s still sticky after 10 minutes, add a little more flour gradually. The dough should eventually stop clinging to your hands or the bowl.
To test if your dough is ready, use the windowpane test: stretch a small piece between your fingers. If it stretches thin without tearing and you can see light through it, it's ready. If it tears, knead a bit more.
Lightly oil a bowl, shape the dough into a ball, place it inside, and cover tightly with cling wrap. Let it rise in a warm spot for 1 to 1.5 hours, or until it’s doubled in size.
Once proofed, punch down the dough to release air. On a lightly floured surface, roll it into a large rectangle about 2mm thick.
Spread a thin layer of softened butter over the dough, followed by an even layer of your cooled pav bhaji filling. Be sure the filling has cooled completely, if it’s warm, it can affect the dough’s texture.
Roll the dough up tightly from the longer side, sealing the edge well at the end.
Using unflavored dental floss or a sharp knife, cut the log into 1-inch pieces.
Arrange the rolls in your baking dish, leaving space between each one so they have room to rise. Cover and let them rise again for 45–60 minutes until they’ve expanded and are touching each other. If prepping ahead, you can refrigerate the shaped rolls for up to 12 hours. Before baking, allow them to come to room temperature and rise for about 2 hours.
Preheat your oven to 170°C.
Once the rolls are ready, brush them with melted butter and bake for 20 to 25 minutes until the tops are lightly golden. Be careful not to overbake! After they come out of the oven, brush them once more with butter and enjoy them warm.