Combine milk, sugar and salt. Bring to a boil. Remove from heat. Stir in butter. Allow to cool until lukewarm.
Stir in beaten egg and yeast mixture. Gradually add flour.
Work with hands if mixture becomes too thick to stir. Cover dough with a damp cloth and allow to rise until doubled in size, about 1 1/2 hours.
Punch down, turn out onto a lightly floured board, knead briefly until dough is smooth.
Cover and let rest for 15 minutes. Roll to about 1/2 inch thick square and cut with a 2 inch cookie cutter. Or i sometime just use my pizza cutter.
Heat oil to 350°F.
Cook sopapillas a few at a time, browning on one side, and turning only once. They will puff up.
Drain on absorbent paper.Can dust with cinnamon and powdered sugar if wanted. I just serve with honey. To do so tear a corner off and pour honey inside turning the sopapilla to spread honey around and ENJOY!