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.
Enjoy your meal!