In a large bowl, dissolve yeast in warm water. Let stand about 10 minutes, until frothy. Stir in sugar, milk, egg, salt, and enough flour to make a soft dough. Knead for 6 to 8 minutes on a lightly floured surface, or until smooth. Place dough in a well oiled bowl, cover with a damp cloth, and set aside to rise. Let it rise 1 hour, until the dough has doubled in volume.
During the second rising, preheat grill to high heat. At grill side, pulling gently around the edges of the ball of dough, stretch out into a thin circle. Lightly oil grill with melted butter. Place dough on grill, and cook for 2 to 3 minutes, or until puffy and lightly browned. Brush uncooked side with melted butter, and turn over. Brush cooked side with melted butter, and cook until browned, another 2 to 4 minutes. Remove from grill, and continue the process until all the naan has been prepared.
I also made a bunch of smaller ones.
I used my Griddler to make these.
I did try a few with both sides pressed down like a panini grill, but it did not allow the bread to bubble and rise. The grill marks were too deep and the bread browned a bit more than I wanted it to.