Place milk into the pot. Select SEAR/SAUTÉ and set to MD:HI. Select START/STOP to begin. Bring to a gentle simmer, then press the START/STOP button to turn off SEAR/SAUTÉ.
Remove pot from unit, stir in the butter and sugar, and let cool until below 110°F.
In a small bowl, stir together yeast and 1/4 cup warm water. Let sit until foamy, about 10 minutes.
Once milk mixture is cooled, add 2 eggs, yeast mixture, salt, and 1 1/2 cups flour to a mixer fitted with a dough attachment. Mix until a smooth paste has formed. Add the remaining flour, 1/2 cup at a time, and stir until a smooth ball forms. Add additional flour, 1/2 tablespoon at a time, if dough appears too sticky.
Remove dough from the bowl and knead by hand on a floured surface for about 5 minutes.
Wipe out the pot, then lightly grease it with butter. Place kneaded dough in pot. Cover dough with plastic wrap and let rise in a warm place, until doubled in size, about 1 hour.
Turn the dough out onto a floured surface. Punch down the dough, then divide evenly into 12 pieces. Shape each piece into a small ball and place in a greased Ninja® multi-purpose pan* (or an 8-inch baking pan). Rolls should be touching with visible gaps in between.
Beat remaining egg with 1 teaspoon water. Gently brush tops of rolls with egg wash. Add 3 tablespoons water to the pot. Place pan on the reversible rack, making sure rack is in the lower position. Then place rack with pan in pot.
Select SEAR/SAUTÉ and set to LO. Select START/STOP to begin. Cook for 5 minutes, then press the START/STOP button to turn off SEAR/SAUTÉ. Allow rolls to rise for another 15 minutes in the warm pot.
Remove rack and pan from pot. Close crisping lid. Preheat the unit by selecting BAKE/ROAST, setting the temperature to 325°F, and setting the time to 5 minutes. Select START/STOP to begin.
After 5 minutes, place rack with pan in pot. Sprinkle rolls with coarse sea salt, then close lid. Select BAKE/ROAST, set temperature to 325°F, and set time to 25 minutes. Select START/STOP to begin.
When cooking is complete, allow the rolls to cool, then pull apart and serve.