Let butter come to room temperature.
Cut two sheets of wax paper, each 20 inches long.
Place 1 stick and ½ stick of butter, end to end, in center of one sheet of wax paper, so they are parallel with the long side of the sheet of paper.
Place second sheet of wax paper on top of first sheet and butter.
Use rolling pin to pound the butter into a rectangle between the two sheets of wax paper.
Then use rolling pin to roll out butter, still between the sheets of paper, until it is a 8-inch by 16-inch rectangle.
Place butter, still between sheets of paper, on jelly roll pan and place in refrigerator.
Heat water to between 105° and 115°F.
Separately heat milk to between 105° and 115°F.
In medium sized mixing bowl, dissolve yeast in water.
Add milk, sugar, salt, lemon extract, and egg.
Mix well.
Add flour.
By hand, mix until smooth dough forms.
Wrap dough with plastic wrap and place in refrigerator.