Combine all ingredients for the medianoche dough in a large bowl or the bowl of your stand mixer.
If using a stand mixer, using your dough hook, mix on medium speed for 8 minutes or until the dough is smooth and pulled away from the bowl. After the mixer has done its work, turn the dough out onto a lightly oiled or floured surface and knead with your hands until you have a nice smooth, round dough ball - one or two minutes.
If you're kneading by hand, stir all the ingredients in the bowl until combined, and knead with your hands on a lightly flour-dusted counter for 10 minutes or until you have a smooth dough. Try to add as little flour as possible at this point. The dough will be sticky at first and get all over your hands, but keep mashing it and rolling it and kneading it and after a few minutes, it will start to be less sticky.
Shape your dough into a ball and place it in a lightly greased/oiled bowl in a warm place for 1 to 1.5 hours.
After the dough has almost doubled in size, turn it onto a lightly floured or oiled surface. Divide into eight equal pieces (use a scale if you want perfect sizes).
Press each dough piece with your fingers until you have a rectangle of about the length that you want (in this case around 5 or 6 inches). Roll the flattened rectangle up from the long side to the other long side until you have a log that is about 5 or 6 inches long and 1.5 to 2 inches around. When you're done rolling, you need to focus on sealing the seam. I pinch it closed very well from one end of the seam to the other. This is important and helps the top of your dough log to stay tight.
After I seal the seam I roll the log again and taper each end a little. Do this for each of your 8 dough portions and place on a parchment-lined sheet pan or probably two pans. Place each dough log pinched seam side down. Give the dough portions at least 3 inches all around to allow them to puff up. If you don't have a second sheet pan, you can put shaped dough portions in the fridge while the first batch bakes.
Flatten each dough log with your fingers slightly so that it doesn't rise into quite a round cylinder. This will help the roll to be shaped better for sandwiches.
Cover your sheet pan with a lightly oiled/greased plastic wrap and place in a warm area for 1 hour.
Preheat oven to 350F (190 C).
Egg wash glaze: right before baking, create an egg wash glaze by whisking 1 whole large egg with 2 tablespoons of water. Paint the glaze over each dough portion carefully with a brush or spoon. This glaze helps the rolls to turn out nicely brown and shiny.
Bake for 25 to 30 minutes rotating the pan 180 degrees at the halfway point. (Note: this time is for non-convection ovens. If I use the convection setting it could cut as much as 8 minutes off the bake time.) Just take a peek at it when you turn the bread at the halfway point and if it's already fairly tan, you might want to keep an eye on it. Your rolls need an internal temp of 190 F (88 C) to be fully cooked.
Allow bread to cool before slicing.