Dough: In a small saucepan over low heat, heat milk and butter until butter melts.
In a large mixing bowl, combine warmed milk mixture, agave syrup, vegan egg and salt. Add 2 cups of flour and mix until a thick batter forms. Sprinkle yeast overtop and continue mixing. While mixing, gradually add just enough of the remaining flour, 1/2 cup at a time to form a soft dough.
Knead dough until smooth and elastic, 5 - 6 minutes and until it passes the windowpane test. Let rise in a warm place for one hour.
Punch down dough and turn out onto a lightly floured or oiled surface. Divide into 16 - 18 equal portions and shape as desired.
Rolls: Arrange rolls side by side in prepared baking dish (13 x 9 baking pan). Let rise in a warm place until doubled in bulk, about 30 minutes.
While rolls are still rising, preheat oven to 400ºF.
Bake in a preheated oven for 15 minutes, until golden brown and an instant-read thermometer inserted in center of a roll registers 185º to 190º F. Server warm or transfer rolls to a wire rack to cool.