In a large bowl, whisk the warm milk, sugar, and yeast; let stand until foamy and bubbly for 10 to 15 minutes. Stir in one egg, 3 tablespoons of oil, flour, and salt. Continue kneading with hands for a minute or two, until the dough is supple and pliable. Lightly grease the bowl with oil and place the dough; cover with a towel and let rise in a warm place for 1 hour, or until doubles in size.
Grease two 9-inch baking dishes with oil. Divide the dough into 16 equal pieces. Form each piece into a ball and arrange on a baking dish, 8 balls per dish. Make sure to leave 1/2-inch space between them. Cover both dishes with towels and let the dough rise one more time, for about 30 minutes or until it doubles in size.
Preheat the oven to 350F. Lightly beat the remaining egg in a small bowl. Brush the top of the bread with the egg wash and send it to the oven. Bake for about 30 to 35 minutes or until the crust is deep golden brown.
Meanwhile, mix together 2 tablespoons of the remaining oil, minced garlic, and dill. Remove the bread from the baking pan, brush with the garlic oil and let sprinkle with a pinch of coarse salt. Let cool on a wire rack. This bread tastes best the same day.