If you are using regular yeast, you will need to follow this step. Skip to step #2 if using rapid rise or instant yeast. Place the warm milk, sugar, and yeast into the bowl of the stand mixer with the dough hook attachment (or in a large mixing bowl if you are going to knead by hand). Let sit for 5 minutes until bubbles begin to form. If there are no bubbles your yeast is not good and you will need to start again with fresh yeast. .
Mix all the dry ingredients in the stand mixer.
In a separate bowl, add the butter, egg, oil, vanilla and salt and mix to combine.
Add the egg mixture and turn on medium speed for 5 minutes. The dough should be soft and smooth. If kneading by hand this will take about 10 minutes.
Grease a large bowl and place the dough in the middle, lightly grease the dough and place a towel or saran wrap over the bowl. Place in a warm place and let rise for an hour.
Punch the dough down and knead for about 2 minutes. Divide into 12 equal pieces or weigh the pieces on a scale approx 90 grams each.
Roll the pieces into a ball and space out on the cookie sheet. Press down slightly on the ball of dough to spread it in a flat circle.
Let the dough rise for another 30 minutes to an hour. If the room is warm, the dough will rise faster (30-40 minutes), if it is cooler it will take a bit longer (up to 1 hour). Dough doesn’t have to double in size, but they will get bigger.