In the bowl of your stand mixer, add warm milk and the yeast. Let sit to allow yeast activation - about 10 minutes.
Add buttermilk, sugar and salt to the yeast mixture. Turn the mixer on medium speed with the dough hook attached. Add 2 cups of flour and baking powder. Begin kneading dough for a few minutes. Add remaining 2 cups of flour and knead until a smooth and soft ball forms.
Place ball of dough in a lightly oiled bowl and cover with a towel for about 1-2 hours or until dough doubles in size.
Roll the dough into a long log about 12 inches long. Cut 12 equal pieces from the log and roll into a soft smooth ball. Transfer to a parchment paper lined baking sheet. Cover with a towel and let rise another hour or until double in size.
Preheat oven to 375 degrees.
In a small bowl, whisk 1 egg and 1 tbsp milk. Baste tops of rolls with egg wash.
Place rolls in the preheated oven and bake for 13-15 minutes until tops are golden. When done, transfer rolls to a cooling rack and let cool completely.