For infused oil: Combine olive oil, herbs, garlic and salt in a small bowl and set aside.
Combine flour, Parmigiano-Reggiano ,undissolved yeast, sugar and salt in mixing bowl. Add milk to flour mixture and mix on low speed for 1 minute.
Stir in egg and olive oil and continue to mix on low for 1 to 2 minutes, or until well blended and dough pulls away from sides of bowl.
Transfer dough to lightly floured surface and knead until dough is smooth and elastic, about 6 to 8 minutes. Shape the dough into a ball. Cover; let rest for 10 minutes.
Lightly flour a work surface. Using hands, pat dough into a 10x12-inch rectangle, approximately 1-inch thick. Divide dough into about 30 pieces using a pizza cutter or knife; roll into balls.
Dip dough balls into olive oil and herb mixture to lightly coat. Arrange coated dough balls evenly in bottom of greased 10-inch tube pan with removable bottom.
Cover; let rise in warm, draft-free place until doubled in size, about 30 minutes.
Line a baking sheet with foil and place the tube pan on the baking sheet. This will protect your oven in case any oil drips out of your tube pan. Bake at 350°F for 25 to 30 minutes or until done.
Let cool in pan on rack for 10 minutes. Invert to move from pan and serve immediately.