Mix: In medium bowl, combine the flour, nonfat dry milk, sugar, salt and yeast. Combine with a whisk and set aside. To the bowl of a stand mixer, add the milk, 1 egg, melted butter and half of the flour mixture. Mix on low speed with the dough hook attachment until all ingredients are incorporated and mixture is smooth. Gradually add the remainder of the flour mixture, allowing it to fully incorporate for about 2 minutes.
Rest: Cover and let dough rest for 20 minutes - this gives the flour time to absorb the liquids, making the dough less sticky.
Knead: After the dough has rested, knead on low speed for 6-10 minutes or until the dough can pass the windowpane test - you should be able to stretch the dough at least 3-4 inches without it tearing. A successful windowpane test will reveal a dough that is nearly translucent when stretched. If the dough cannot stretch at least 3 inches without tearing, knead it for another 1-2 minutes and test it again. Repeat if necessary until it passes the windowpane. If dough is very sticky, add 1-2 Tablespoons of flour and incorporate before testing for the windowpane.
First Rise: Place the dough in a large bowl greased with nonstick spray, turning it so that all surfaces of the dough are coated. Cover the dough with a plastic bowl cover or clean kitchen towel. Let the dough rise until doubled in size, about 60-90 minutes.
Scale: Punch down the dough and turn it out onto a lightly floured work surface.
Roll the dough: Roll dough to a 12-inch by 16-inch rectangle.
Dividing the rolls: Using a pizza cutter, cut 12, 4-inch squares. You should have 3 squares by 4 squares.
Roll option #1: For an open face roll, cut a 2-inch slit one inch from the left side, centered, and one inch from the right side, centered - leaving the square with two slits. Spread a spoonful of pesto in the center of the square (in between the two slits). Add a spoonful of chopped ham and a pinch of chopped spinach. Top with a couple sprinkles of shredded cheese or a small slice of cheese. Once filled, pull the right side of the dough towards the left side, over the filling. The right slit will reveal the filling in the center. Then pull the left side of the dough towards the right side, revealing the filling again. Pinch the two ends together into a point and pinch any side seams that need to be closed up. The final shape of the roll should be a boat-shaped roll, with the filling revealed on the top, in the center.
Roll option #2: For a closed roll, place the pesto, ham, spinach and cheese in the center of each square. Take opposite corners in towards the center and pinch together. Repeat with the other two opposite corners. Roll should be folded up with the filling enclosed, but may reveal a bit of the filling in each corner (which is totally fine).
Final Rise: Cover the pan with plastic wrap or a plastic pan cover. Let rolls rise while the oven preheats to 350°F, about 30 minutes. Prepare the egg wash by whisking together one egg with 1 Tablespoon water.
Bake: Before baking, brush the rolls with the egg wash. Sprinkle with Everything Bagel Seasoning. Bake on the center rack of the oven for 18-22 minutes or until the bread is golden brown. Serve warm.
Store any leftovers in an airtight container in the refrigerator for up to 3 days.