In a microwave safe dish, heat milk for 1 minute. Add 1/4 cup butter then let cool.
Combine warm water, sugar and Red Star Platinum Yeast. Set aside for 5-10 minutes until foamy.
In large bowl, combine egg, milk mixture, yeast mixture, salt and half of the flour.
Continue to stir in flour until dough is no longer sticky and comes together in a ball. (add extra flour a Tablespoon at a time if needed)
Transfer dough to a floured board. Knead 5 minutes or until dough is smooth. Add additional flour if needed. Transfer dough into large oiled bowl. Drizzle oil on top of dough. Cover bowl with a damp towel and place in a warm spot until dough doubles in size. (approximately 90 minutes)
Transfer dough to flat surface and divide into 12 portions. Dough will be slightly sticky and elastic.
Flatten each portion and fill with a dollop of pesto and 6-8 mozzarella pearls. Close into a ball shape and pinch to close. (do not let oil from pesto drip onto the outer edges or the dough will not stick together). Transfer to a 9x13 glass baking dish lined with greased parchment paper. Place dish in warm spot and allow rolls to double in size (approximately 60 minutes).
Preheat oven to 400ºF
Brush rolls with egg wash and sprinkle tops with parmesan cheese.
Bake for 12-14 minutes.
Remove from oven, brush with melted butter and sprinkle with sea salt. Let rolls rest for 5 minutes before serving.