To a large bowl, add the warm water, yeast, and a pinch of the sugar. Stir to dissolve yeast. Set aside in a warm area to activate yeast, about 7-10 minutes, or until yeast becomes frothy.
To the yeast mixture, add sugar, milk, egg and salt. Stir or whisk to combine.
Add 2 cups of flour and stir well. Stir in an additional 2 cups flour. Knead, adding a little flour as needed to make a soft dough. Turn out onto a lightly floured surface and continue to knead for 6-8 minutes until the dough is smooth and elastic.
In a large, well oiled bowl, place the dough. Turn dough over once so that it picks up some of the oil. Cover dough with a lightly damp tea towel or some plastic wrap. Set aside in a warm place to rise until double in volume, about 1 hour.
Punch down the dough and knead lightly a few times. Knead in garlic (if using). Divide dough into about 14 pieces and form into balls. Lightly oil a tray or large baking pan and place dough balls on it. Cover dough balls with a slightly damp tea towel and allow to rise until doubled, about 30 minutes.
If using an outsie grill, preheat grill to high while dough is rising. If cooking indoors on a grill pan, griddle or in a cast iron skillet, heat over high heat just prior to cooking the dough.