Sift the flour and salt into a large bowl. Add the caster sugar and mix well. Make a well in the centre.
Place the yeast in a small bowl and pour the warm milk over it. Cover with cling wrap and keep in a warm place till the yeast froths up, about 10 minutes. Then pour this mixture into the flour mixture .
Beat the egg and oil together and add it to the flour mixture and mix until it forms a ball.
Tip the dough ball onto a clean surface dusted with flour and knead for 8-10 minutes or until nice and smooth.
Place the dough ball in a bowl greased with oil. Cover with cling film and keep in a warm place till doubled in volume, for about 1 hour
Grease two baking trays with oil and keep it ready. Place the melted butter on a plate.
Punch out the excess air from the dough and divide it into 16 equal pieces.
Roll each of the 16 pieces of dough into smooth, round balls and then shape them into a sausage. Place your index fingers in the centre of the sausages and roll outwards to form ropes about 14-15 inches long
Roll the ropes in the melted butter then place them in spirals on the greased baking trays. Tuck in the loose ends under the spiral. Cover lightly with cling wrap and let the spirals rise for another 45 minutes.
Preheat oven to 190 C. Gently brush the tops of the spirals with water and then dust with a little icing sugar.
Bake for 10 minutes or until golden on top. Remove and let the ensaimadas cool on a wire rack. Dust more icing sugar and serve.