In a bowl, mix together the flour, egg, butter and salt. Kneading, gradually add cold milk until you have a smooth dough. Roll out the dough on a floured surface. Lay on a greased pizza pan.
Under the grill, roast the tomatoes until the skins are blackening, about 10 minutes. Keep turning them. Remove, let cool slightly, then peel and chop. Mix the pulp with the salt and oregano and spread over the pizza dough. Top with grated cheese and any other fillings you desire.