Combine cake flour, yeast, salt, and allulose in a bowl and mix well.
Add warm milk and egg, then knead into a dough.
Let the dough rise at room temperature for about 1 hour (first proofing).
Divide the dough into 6 equal pieces and shape each into a ball.
Place on a baking tray and let rise for another 30 minutes (second proofing).
Bake in a preheated oven at 180°C (356°F) for 15 minutes.