Place water, milk, egg, 75g butter, sugar, salt, flour and yeast in the pan of the bread machine in the order recommended by the manufacturer. Select Dough/Knead and First Rise Cycle; press Start.
When cycle finishes turn dough out onto a lightly floured surface. Divide dough in half. Roll each half into a 30cm circle, spread 65g softened butter over entire circle. Cut each circle into 8 wedges. Roll wedges starting at wide end; roll gently but tightly. Place point side down on ungreased baking tray. Cover with clean kitchen towel and put in a warm place, let rise 1 hour. Meanwhile, preheat oven to 200 degrees C.
Bake in preheated oven for 10 to 15 minutes, until golden.