Combine yeast, sugar and the warm milk in a small bowl; stir until yeast dissolves. Cover; stand in a warm place for 10 minutes or until mixture is frothy.
Sift flour and salt into a large bowl. Stir in the yeast mixture and combined yoghurt, egg, the water and oil until just mixture is combined.
Turn dough onto a floured surface; knead for 10 minutes or until smooth and elastic. Place dough in a large oiled or lightly floured bowl; cover with plastic wrap or a tea towel. Stand in a warm place for 1 hour or until dough has doubled in size.
Turn dough onto a floured surface; knead until smooth. Divide dough into eight portions. Knead each portion into a ball; place onto a lightly floured oven tray. Cover, stand in warm place for 30 minutes or until risen. Roll each ball on a floured sheet of baking paper into a round.