Dissolve yeast in the warm milk in bowl of electric mixer. Stir in 1 cup of flour. Beat until smooth.
Stir in enough of the remaining flour, adding the oil, sugar, and salt; mixing on low speed until a soft dough forms. (You might have to add more than the 3 cups to get it to the soft dough stage.) Cover and let rise in warm place until doubled in size, about 45 minutes.
Heat oven to 400 degrees. Prep a 12 cup muffin pan with non-stick cooking spray. (I tend to use melted butter since baked on spray is hard to wash off.)
Punch down the dough in the center and fold over a couple times. Pinch the dough in 1 inch balls and quickly roll in the center of your palms.
Place 3 balls in each muffin cup; brush with melted butter and sprinkle with the coarse sea salt. Put in oven and bake 15 minutes or until edges are lightly browned.
Enjoy! (These are best eaten the day they are made.)