Heat the oven to 375F. Line a baking sheet with parchment paper.

In a large bowl, whisk the flour, baking powder, and salt.

Add the Greek yogurt and stir with a spatula until a shaggy dough forms. Tip it onto a lightly floured counter and knead 8 to 10 times, just until smooth. Add a spoon of flour if it is very sticky.

Divide the dough into 8 equal pieces. Tuck the edges of each piece underneath and roll it on the counter under your cupped hand into a smooth ball. Set the rolls on the baking sheet about 1 inch apart.

Beat the egg with a teaspoon of water and brush it over the tops.

Bake 20 to 25 minutes, until the rolls are deep golden on top and sound hollow when tapped on the bottom.

Melt the butter and brush it over the hot rolls. Serve warm.