Heat milk and butter until the butter melts in the microwave or in a saucepan on medium low heat.
Remove from heat and cool to lukewarm, 115 - 120 F.
Add sugar and stir to mix. Sprinkle yeast on top and leave for 5 minutes, until it turns foamy.
In a small bowl, whisk together the egg, yogurt and oil.
In an electric mixer, combine the flour and salt.
With the dough hook attachment, add the yeast mixture.
Mix for 2-3 minutes until the dough turns shaggy.
Add half of the yogurt mixture and knead for about 5 minutes with an electric mixer, until the dough is smooth and elastic. Add the remaining yogurt mix if necessary, as needed if the dough becomes too dry.
Place dough in a lightly greased bowl and cover with plastic wrap sprayed with non stick spray. Cover with a clean kitchen towel.
Leave to rise for 1 hour, until doubled in size.
Knead dough a few times and transfer to a round springform cake pan. Alternately, you can place on a cookie sheet lined with parchment paper.
Using a sharp knife, cut an X on the top of the bread.
Preheat oven to 350 F.
Leave dough to rise 30 minutes, until double in size.
Transfer to oven and bake for 1 hour, until dough sounds hollow when tapped.
Leave bread to cool completely before removing from pan and slicing.
The amount of yogurt mix needed will differ depending on humidity, elevation and other environmental factors.