Mix all of the dry ingredients in your mixer bowl.
Heat the milk, add the whipped egg and stir everything together.
Run your mixer on low and gradually add the milk. Add the vegetable oil after all of the milk is soaked into the batter.
Slowly add the softened butter to the batter after 5 minutes and keep mixing the batter until it forms into an elastic dough.
Grease a large bowl with a tablespoon of the vegetable oil, then shape the dough into a ball and transfer it into the bowl. Let the dough proof for an hour or until it doubles its size.
Cut the wieners in half and stuff each wiener with the sliced pickles. Мake sure the notches you make in the wieners aren't cut from end to end.
Take the dough out and slightly knead it so you get the air out. Divide it into two halves and roll each half into a 12-inch circle. Cut each circle into 12 equally sized triangular pieces.
Roll each piece, then place a wiener at its wider end and roll it into a crescent.
Place each crescent roll into a greased baking sheet with its tucked sided facing down. Let the crescent rolls proof for another hour.
In the meantime, heat your oven to 350°F.
Take the crescent rolls out and bake for 15 - 20 minutes or until golden brown.
Take the rolls out of the oven and brush them with the melted butter.
Let the rolls cool down for about 10 minutes before consumption.