Warm the milk to body temperature and bring the butter to room temperature. Preheat the oven to 180°C (356°F).

In a bowl, combine bread flour, dry yeast, sugar, salt, butter, and milk. Knead until the dough is smooth (about 15 minutes).

Place the dough back into the bowl, cover with a damp cloth, and let it rise at room temperature until it doubles in size (about 1 hour).

Dust a board with bread flour and punch down the dough. Divide it into 8 equal portions and shape into balls. Cover with a damp cloth and let rest for 15 minutes.

Roll each dough ball into a circle slightly larger than a slice of ham. Spread mayonnaise, place a slice of ham, and roll tightly. Pinch the seam to seal. Repeat for all 8 portions and cut each roll in half.

Grease a baking pan with oil and arrange the dough pieces cut-side up. Cover with a damp cloth and let rise until doubled in size (about 1 hour).