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Add ingredients to your bread machine in the order recommended by the manufacturer.
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Set Cycle: Dough, Size: 1lb.
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Check your dough after 5 minutes, if too dry add a tablepoon of water at a time, if too wet add a tablespoon of flour at a time, until dough forms a ball and is slightly sticky to the touch.
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Meanwhile, oil 6 1-cup brioche molds.
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Preheat oven to 375 degrees.
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When the cycle is finished, take dough out and knead gently.
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Divide into 6 equal pieces, cut about a quarter from each.
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Shape into balls, and put the large ball into the mold, pressing with your finger in the center to make a hole.
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Place the small ball over the hole and press again to seal.
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Cover and leave to rise in a warm place until doubled, about 20-30 minutes.
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Brush with milk and bake for 5 minutes, reduce heat to 350 and bake until golden brown, about 15 minutes.
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If your brioches are browning too quickly, cover with aluminum foil.
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Brioches should sound hollow when you tap the bottom of each.