Instructions

Cook onion, ¼ cup water, oil, and ¼ teaspoon table salt in covered 12-inch nonstick skillet over medium-high heat until water has evaporated and onion starts to sizzle, 6 to 8 minutes.
Uncover, reduce heat to medium-low, stir, and redistribute onion into single layer. Cook, without stirring, for 30 seconds. Stir onion, scraping up any fond from skillet, then redistribute onion into single layer. Repeat cooking, stirring, and redistributing until onion is softened, well browned, and slightly sticky, 15 to 20 minutes. Transfer onion to bowl, stir in paprika, and set aside to cool while making dough.
Whisk remaining ½ cup water and 3 tablespoons flour in small bowl until no lumps remain. Microwave, whisking every 20 seconds, until mixture thickens to stiff, smooth, pudding-like consistency and forms mound when dropped from end of whisk into bowl, 40 to 80 seconds.
In bowl of stand mixer, whisk flour paste and milk until smooth. Add egg and whisk until incorporated. Add remaining 2 cups flour and yeast. Fit mixer with dough hook and mix on low speed until all flour is moistened, 1 to 2 minutes. Let stand for 15 minutes.
Add sugar and remaining 1 teaspoon table salt and mix on medium-low speed for 5 minutes. With mixer running, add 4 tablespoons softened butter, 1 piece at a time. Knead for 4 minutes, scraping down dough hook and sides of bowl occasionally (dough will stick to bottom of bowl). Add cooled onion and pepper and mix on medium-low speed for 1 minute.
Transfer dough to very lightly floured counter. Knead briefly to form ball and transfer, seam side down, to lightly greased bowl; lightly coat surface of dough with oil spray and cover with plastic wrap. Let rise until doubled in size, about 1 hour.
Grease 9-inch round cake pan. Press down on dough to deflate. Transfer dough to counter (lightly oil counter and hands if dough is very sticky). Pat and stretch dough into 8 by 9-inch rectangle with short side facing you. Cut dough lengthwise into 4 equal strips and cut each strip crosswise into 3 equal pieces. Working with 1 piece of dough at a time, gently stretch and press to form 8 by 2-inch strip. Starting on short side, roll dough to form snug cylinder. Arrange shaped rolls seam side down in prepared pan, placing 10 rolls around edge of pan, pointing inward, and remaining 2 rolls in center. Cover with plastic and let rise until doubled in size, 45 minutes to 1 hour.
Adjust oven rack to lowest position and heat oven to 375 degrees. Bake rolls until deep golden brown, 25 to 30 minutes. Let rolls cool in pan on wire rack for 3 minutes; invert rolls onto rack, then reinvert. Brush tops and sides of rolls with melted butter and sprinkle with sea salt. Let rolls cool for at least 20 minutes before serving.