In a large bowl or the bowl of a stand mixer, combine the warm milk, sugar, and yeast. Let it sit for 5 minutes until foamy. Add the melted butter, egg, salt, and 2 cups of flour.
Gradually add the remaining flour. Knead for 5–7 minutes by hand or mixer until the dough is smooth and slightly tacky. Place in a greased bowl, cover, and let rise in a warm spot for 1 hour or until doubled in size.
Punch the dough down and turn it out onto a lightly floured surface. Roll it into a large rectangle (about 12x18 inches).
Spread the 2 tablespoons of softened butter over the dough, leaving a small border. Evenly sprinkle the shredded cheddar, crispy bacon, green onions, and black pepper.
Use a sharp knife or pizza cutter to cut 8 even strips. Then tightly roll each strip.
Place the rolls in a greased 9x13 inch baking pan. Cover and let rise for another 30–45 minutes.
Preheat your oven to 375°F (190°C). Bake for 20–25 minutes until the tops are golden brown and the cheese is bubbly.
Brush the tops with a little extra melted butter immediately after taking them out of the oven for a soft, shiny crust.