In a small bowl, combine the warm milk and active dry yeast. Let it sit for about 5-10 minutes until it becomes frothy.

In a large mixing bowl, whisk together the flour, sugar, and salt.

In another bowl, whisk together the melted butter, egg, lemon zest, and fresh lemon juice.

Pour the yeast mixture and the wet ingredients into the dry ingredients. Stir until a dough forms, then knead on a floured surface for about 5 minutes until smooth.

Place the dough in a greased bowl and cover with a kitchen towel. Let it rise in a warm place for about 1 hour or until doubled in size.

Once risen, punch down the dough and roll it out into a rectangle about 1/2 inch thick. Cut into strips and roll each strip into a spiral shape.

Place the shaped rolls on a baking sheet lined with parchment paper. Cover with a towel and let them rise again for about 30 minutes until puffed.

Preheat the oven to 350°F (175°C). Bake the rolls for 20-25 minutes until golden brown.