In a bowl of a standing mixer fitted with the paddle attachment, place the flour, milk powder yeast, and salt. Rub the sugar with the zest then add it to the flour. Mix on low to blend.
Increase speed to medium, add the eggs and milk, and mix until you have a shaggy mass.
Replace the paddle attachment with the dough hook and mix on medium-high speed while adding the oil one tablespoon at a time. This should table about 5-7 minutes.
Place the dough in a light oil bowl, spray the top with oil spray, cover with plastic wrap, and let rest until double in size, or overnight in the refrigerator.
Punch the dough to release the air, and divide it into 15 equal pieces (each should be about 65g, 2oz.
Roll each piece into a ball, or shape it into an oval and place it over a baking sheet lined with parchment paper.
Brush with an egg wash and set aside for about 60-75 minutes to double in size.
Prehat your oven to 350°F.
Bake for 18-20 minutes, until the top is golden brown and the internal temperature is 180F. Remove from the oven to cool before filling