In the bowl of a stand mixer*, combine the milk and sugar and stir to dissolve. Add the yeast and proof, if needed. See Notes if you don't have a stand mixer Add the oil and egg to the milk mixture, and mix until combined. Then, add the flour and salt.
Mix with the bread/kneading hook on low speed until everything is combined, and then increase to medium.
Continue kneading for about 8-10 minutes. The dough will be sticky, but should pull away from the sides. Scrape the sides every once in a while, as needed. Try to avoid adding more flour.
Form the dough into a ball and place into a clean oiled bowl. Cover with an airtight cover and allow to rise in a warm place until almost doubled in size, about 1 hour.
Prepare a 9 x 13 in (24 x 34 cm) rimmed baking sheet or pan with parchment or a baking mat. Pour the breadcrumbs into a small bowl or plate.
Punch down the risen dough and divide it into 12 parts. Roll these into tight balls and dip them entirely in a light coating of breadcrumbs.
Place the balls in even rows on the baking sheet, with about an inch (a little less is fine) between the sides and each other. Cover and allow to rise until doubled in size, about 45 minutes to 1 hour.
Meanwhile, preheat the oven to 350 degrees Fahrenheit (175 Celsius). When ready, bake the Pandesal for 10 minutes*, then lower the temperature to 300 degrees Fahrenheit (150 Celsius) for another 5 minutes. *If the rolls are browning too quickly, tent them with foil.
Remove from the oven and enjoy hot or warm!