In a small bowl, stir together yeast and water and let it sit for 5 minutes.
In a bowl for a stand mixer (or just a large bowl) add sugar and butter. Pour warmed milk over the sugar and butter and stir until butter is mostly melted. It’s okay if it doesn’t all melt.
Microwave sweet potato, wrapped in paper towels and poked with a fork a few times, for 8 minutes on high. Let cool and then scoop out soft flesh.
Add mashed sweet potato to mixing bowl along with yeast mixture. Mix together well.
Add salt and egg to the mixture and stir.
Add flour and mix until the dough is together. It should be soft, but not sticky. If it is sticking to the bowl a little bit, that’s okay, but if it’s very sticky then add more flour by the ¼ cup until the dough is no longer sticky.
Once dough is mixed and the right consistency, add to an oiled bowl and let rise for two hours.
Punch dough down and cut it into thirds. Working with one third at a time, roll dough out on a floured surface into a 12×6 rectangle. Cut the dough into 9 4×2 squares.
Brush half of each square with melted butter and fold over the other half so it slightly hangs over the edge.
Stack rolls into a lightly buttered 9×13 baking dish. Repeat with all rolls.
Brush top of rolls with melted butter and let rolls rise for thirty minutes. Preheat oven to 350 degrees Fahrenheit.
Bake rolls for 28-35 minutes until they are golden brown on top and cooked through. Let rolls cool slightly before serving.