In a small bowl, dissolve the sugar in warm milk and sprinkle the yeast over the top. Let it sit for about 5-10 minutes until frothy.
In a large bowl, combine the flour and salt.
Make a well in the center and add the yeast mixture, vegetable oil, and the egg.
Mix until a dough forms. If the dough is too dry, add water a little at a time until it comes together.
Turn the dough out onto a floured surface and knead for about 8-10 minutes, or until smooth and elastic.
Place the dough in a lightly oiled bowl, cover with a clean cloth, and let it rise in a warm place for about 1-1.5 hours, or until doubled in size.
Punch down the risen dough and divide it into 8-10 equal pieces.
Roll each piece into a flat, round shape, about 1/4 inch (0.6 cm) thick.
Heat a large skillet or frying pan over medium heat. You can lightly oil the pan or cook the shelpek without oil for a more traditional approach.
Cook each piece of dough for about 2-3 minutes on each side, or until golden brown and cooked through. The shelpek should puff up slightly while cooking.
Serve the shelpek warm, either plain or with your favorite side dishes.
Enjoy your meal!