Warm water and milk to about 115 degrees (not quite simmering) then sprinkle in the yeast. Let stand until foamy, about 5 minutes.
Meanwhile, lightly whisk together melted butter, sugar, salt, and egg. Whisk in the yeast mixture after it has set.
Using a wooden spoon or a dough hook, stir in the flour, working with about 1/2 cup at a time. You'll want a soft, shaggy dough. Turn the dough out onto a floured work surface and knead until smooth and elastic, about 5 to 10 minutes.
Lightly grease the inside of a large bowl, then transfer the dough to the bowl. Cover with plastic wrap and let rise until it doubles in size, about 1 hour.
After rising, preheat the oven to 350 F and prepare a baking sheet by lining with parchment paper. Divide the dough into 4 equal pieces.
Working with one quarter at a time, divide the dough further into 3 unequal pieces. One should be biggest, about 2/3 the whole thing. Then off of the smaller piece, break off a tiny ball for the tail.
Roll the bigger sized dough ball into a long rope. Roll the rope into a snail shape. Transfer the snail shape to the prepared baking sheet.
Shape the medium piece into a teardrop, then cut the point end with scissors to form the ears. Press the head and the tail onto the snail shaped piece. Use a clove to make an eye.
Bake until golden brown, about 20 minutes. Let cool about 10 minutes before serving.