Place bulgur and water in a small bowl. Let stand until water is absorbed, about 45 minutes. In a large bowl, soften yeast in milk. Add sugar, salt, butter, egg and bulgur mixture. Stir in enough flour (about 3 1/2 cups) to make a stiff dough. Knead dough on a lightly floured board until smooth and elastic, 10 to 15 minutes; add flour as required to prevent sticking. Turn dough over in a greased bowl; cover with plastic wrap and let rise in a warm place until double, about 50 minutes. Punch dough down and cut into 12 pieces. Shape each into a round and space evenly in a well-greased 9 by 13 inch pan. Drape with plastic wrap and let rise in a warm place until puffy, about 40 minutes. Bake in a 400° oven until well browned. 20 to 25 minutes. Remove from pan to a rack. Serve warm or cool. If made ahead, store airtight until next day.