In a mixing bowl (stand mixer or by hand), beat together softened butter and sugar for 3-5 minutes until light and fluffy.
Add in the egg and salt, mixing until the egg fully blends into the butter mixture.
Pour in warm milk, yeast, and flour. If using a stand mixer, switch to a dough hook now, or knead by hand.
Work the dough for 15–20 minutes in a mixer (or 20–30 minutes by hand) until smooth and elastic. Check with the windowpane test: stretch a small piece of dough between your fingers-if it stretches thin without tearing, it’s ready. Otherwise, knead longer.
Transfer the dough to a greased bowl, cover with plastic wrap, and let it rise for 1–1.5 hours until nearly doubled.
Punch down the dough and roll it out into a rectangle on parchment paper dusted with flour. Aim for about 1 cm thickness.
Spread a thin layer of butter over the surface, then evenly spread the cooled sooji halwa on top.
Roll the dough up tightly from the shorter side, forming a log.
Slice the log into 1-inch pieces with dental floss for neat, clean cuts.
Arrange the rolls in a greased 9x11" baking pan, leaving space in between for expansion. Cover and let them proof again for about 1 hour, or until almost doubled. Alternatively, refrigerate them at this stage and bake the next day. If chilled, bring to room temperature for 2 hours before baking.
Bake for 20–25 minutes at 170 degrees Celsius, or until the tops are lightly golden.