1. To make the dough: In a large bowl or the bucket of a bread machine set on the dough cycle, whisk together the dry ingredients. In a small bowl, whisk together the egg, milk, melted butter, and vanilla. Add all at once to the dry ingredients. If you're using a bread machine, press Start. If you're preparing by hand or mixer, mix and knead to make a soft dough. Cover and let rest for 5 minutes.