Preheat oven to 115ºF, or until the oven is just getting warm.
Add sugar, salt, oil, milk, flour and yeast to bowl of stand mixer with hook attachment. Mix until ingredients are thoroughly combined.
Add egg and continue mixing until dough forms.
Remove dough and add to a well oiled bowl. Let dough rise in oven for 30 to 45 minutes.
Knead dough by hand on a well floured surface and divide in thirds. Roll first part into an 8-inch circle and cut into 8 equal triangles, similar to pizza slices.
One slice at a time, add roll of ham to widest part of triangle and roll from the wide end to the point making a crescent shape. Place on lightly sprayed cookie sheet and repeat with remaining dough, triangles and ham. Place baking sheet in warmed oven and let crescents rise for 15 to 20 minutes.
Remove crescents from oven and raise oven temperature to 350ºF.
Brush butter onto tops of rolls and bake for 15 minutes until they are golden. Serve warm.