Start by combining the warm water and the yeast. Give the yeast about 5 minutes to proof. You should easily be able to smell the yeast.
Add the dry milk, sugar, and salt.
Then add the butter and egg. Fully incorporated.
Then add the flour about a cup at a time until you have a soft dough that isn't too sticky.
Knead the dough either by hand or with a stand mixer.
Cover with a clean towel and allow to rise for about an hour or until doubled in size. Finding the warmest spot in your kitchen to place your dough will give you the quickest results.
Now cut the dough into three equal pieces. I like to do this with a bench or pastry scrapper.
Roll each piece of dough into a rectangle.
Spread the 1 type of jam out, leaving some room around the edges. You don't need to go super thick.
Then roll the dough up tightly forming a log. Cut the log into 6 equal pieces. Repeat with the other 2 pieces of dough, using a different jam in each dough or the same one twice. I estimate about 2 cups of jam will be needed. I didn't actually measure it out when I made them.
Preheat your oven to 375 degrees. Place the rolls into a baking dish that you have sprayed with a bit of oil.
Allow the rolls about 20-30 minutes to rise before baking them. Bake time is about 15-20 minutes. The edges should turn brown and sound hollow if you tap on them.