Add the lukewarm milk, honey, yeast, and half the wheat flour and rye flour. Mix it in your mixing bowl, cover it with plastic wrap, and let this sit in a warm place for AT LEAST 15-20 minutes, but up to 3 hours. My magical time is about 45 minutes.
You will see a lot of growth in the sponge as it sits for this time.
Add the rest of the ingredients and mix with a dough hook for about 6 minutes on medium speed. After 1 minute, check for hydration. The dough should be pulling away from the sides of the bowl. If it isn't, add a little more flour as needed.
Once the dough ball mixes into a smooth ball, it is ready. Cover bowl with a kitchen towel or plastic wrap and let it sit at room temperature until is has doubled in size.
Divide the dough into 12 equal pieces on a lightly floured surface. Shape the dough as you like.
Place the rolls on a cookie sheet lined with parchment paper (this is optional, but makes for really easy cleanup). Cover again and let the rolls double. At the end of the rising time, preheat the oven to 375 degrees.
When they are done, brush the tops with a beaten egg (another optional step). Place them in the preheated oven.
Bake until they are golden brown, about 12-15 minutes. Remove them from the oven and let them cool for about 5 minutes on a cooling rack before serving. This will allow time for the starches to set in the rye bread rolls.
