Dissolve yeast in 1/2 cup warm milk in a large bowl; let stand 5 minutes or until foamy.
Add remaining 1/4 cup warm milk, granulated sugar, and next 5 ingredients (through egg); beat with a mixer at medium speed until blended (butter will not be completed melted). Weigh or lightly spoon flour into dry measuring cups; level with a knife.
Add 9 ounces (about 2 cups) flour to yeast mixture; beat at medium speed until smooth. Stir in 4 1/2 ounces (about 1 cup) flour to form a soft dough. Turn dough out onto a floured surface. Knead dough until smooth and elastic (about 8 minutes); add enough of remaining 1 ounce (about 1/4 cup) flour, 1 tablespoon at a time, to prevent dough from sticking to hands (dough will feel sticky).
Place dough in a large bowl coated with cooking spray, turning to coat top. Cover and let rise in a warm place (85), free from drafts, 1 hour or until doubled in size. (Gently press two fingers into dough. If indentation remains, dough has risen enough.) Punch dough down; cover and let rest 5 minutes. Divide dough into 16 portions, rolling each portion into a ball.
Place dough balls on a large baking sheet lined with parchment paper. Cover and let rise 45 minutes or until dough is doubled in size.
Preheat oven to 37
Uncover balls.
Bake at 375 for 14 minutes or until browned.
Remove from pan; cool completely on a wire rack.
Make a pocket in each roll using the handle of a wooden spoon, pushing to but not through the opposite end. Fill with about 2 teaspoons jam, using plastic condiment bottle or a piping bag.
