Grease a rectangular baking pan very lightly (or use a nonstick baking pan). The ideal pan is rectangular and about 5-inches wide. (See Recipe Notes.)
In the bowl of a stand mixer, place the flour, xanthan gum, tapioca starch/flour, instant yeast, and granulated sugar, and whisk to combine well. Add the salt, and whisk again to combine.
Add the milk, egg, and melted butter. Using the paddle attachment, beat vigorously. The mixture will come together in a clump and clear the sides of the bowl. Keep beating until it begins to look whipped, and sticks to the side of the mixing bowl again (about 5 minutes total).
Transfer the mixture to a lightly oiled bucket or bowl with a tight-fitting lid. The container should be large enough for the dough to nearly double (although it most definitely won’t double).
Set the container aside for at least 2 hours at room temperature, and up to 24 hours in the refrigerator. Do not let the dough rest/rise for too long, or your rolls will rise much more irregularly after shaping.
If you’ve let the dough rest for in the refrigerator, remove the dough from the refrigerator, and allow it to warm until it’s no longer cold to the touch before working with it.
Divide the dough into 6 equal portions with a sharp knife or metal bench scraper. Working with one piece at a time, knead the dough in your clean, dry hands, without adding any additional flour of any kind, pinching any seams that separate.
Begin working the dough into a cylindrical shape, just in your hands, and then place on a *very* lightly floured surface to finish shaping into a cylinder about 4.5 inches long. Spread a tiny bit of additional tapioca flour on the outside of the cylinder to smooth the surface.
Place the shaped pieces of dough, a bit more than 1-inch apart, in the prepared pan, taking care not to crowd them.
Cover the pan with lightly greased plastic wrap, place in a warm, draft-free location, and allow to rise until about 150% of their original size.
This rise can take anywhere from 45 minutes to hours, depending upon the ambient temperature in your kitchen. Overproofing is not very likely, and can be detected when the surface of your raw buns begins to look cratered and uneven.
When the rolls are nearing the end of their rise, preheat your oven to 350°F.
Remove the plastic wrap and drizzle the shaped and risen rolls very lightly with olive oil. Using clean, dry hands or a pastry brush, spread the oil evenly over the top and sides of the risen rolls.
Place the baking pan in the center of the preheated oven and bake for about 20 minutes or until the rolls are lightly golden brown all over and firm to the touch.
An instant read thermometer inserted into the center of each roll should read about 190°F.
Remove the pan from the oven, and with the rolls still in the hot pan, cover it loosely with a tea towel and allow the rolls to cool for about 10 minutes. This will help keep the rolls, and even the crust, relatively soft.
Slice each bun along one long side, toward the center, about 2/3 of the way through the bun, to create a space for a hot dog. Place a cooked hot dog in each bun, along with any toppings, and serve.
Video
Notes
About the baking pan.Using a long, narrow pan, like the one you see in the images here, helps keep the buns from rising longer and more narrow. I like to use a pan that’s about 4½ to 5 inches wide. If you don’t have a rectangular baking pan, you can bunch or fold heavy-duty aluminum foil around the raw, shaped rolls to keep them in place as they rise and bake.