Warm 1/2 cup of milk to 110°F. Combine the warmed milk with yeast and sugar, then let it sit for 10 minutes until the yeast blooms.
In a separate dish, add the remaining 1/2 cup of milk and egg. Whisk until it is well combined.
In another separate large bowl, add flour and salt. Grate the frozen butter on the large side of a grater. Toss the butter with flour as you grate it in.
Add all the liquid ingredients to the butter/flour mixture. Using a spatula, stir to combine together until you have everything combined. The dough may look rough and sticky, but that is normal.
Cover the bowl with plastic wrap and refrigerate for at least 6 hours.
Sprinkle the working surface lightly with flour. Roll out the dough into a rectangular shape, about 1/3 inch thick. Fold the dough over like a paper, then roll it again to 1/3 inch thick. Repeat 3 times until you reach smooth dough. Work quickly to prevent the butter from melting.
Place the plastic wrap or parchment paper on the dough and fold it over. Leave to refrigerate for at least 2 more hours.