In a bowl combine warm milk, sugar and dry yeast and stir. Cover with tea towel and set aside for 10 minutes until the mixture becomes foamy.
In a large bowl combine egg, the yeast mixture, butter, flour, salt and ricotta. Start beating at low speed with the dough attachment of the mixer (alternatively you can use a wooden spoon and afterwards knead by hand).
When a soft dough forms make a ball out of it and leave it in the bowl covered with tea towels. Put the bowl in a warm place for 30 minutes to 1 h. The dough should at least double its volume.
In a bowl mix together ricotta and egg until almost smooth.
Line two large baking tins with sheets of baking paper.
Divide the dough into about 10 pieces. Take one piece, make it flat and and extend it onto a flat surface. Grease it well with the melted butter. Using a teaspoon place some of the filling in the middle. Close well the filling into the dough so it doesn’t come out during baking. Shape the small bread as you desire. Place the bread on the prepared pan and grease it again with the melted butter.
Repeat the procedure until finishing all the dough and the filling.
Cover the breads on the tins with baking paper and the with tea towels. Let them sit at a warm place for about 30 minutes.
Bake the ricotta breads for 20-30 minutes or until golden brown.