Have water and oil at 80ºF and all other ingredients at room temperature. Place ingredients in pan in the order recommended by manufacturer. Select dough/manual cycle. Do not use the delay. Check dough consistency after 5 minutes of kneading. The dough should be in a soft, tacky ball. If it is dry and stiff, add water, 1/2 to 1 tablespoon at a time. If it is too wet and sticky, add 1 tablespoon of flour at a time. When cycle is complete, continue with next step.
Turn dough onto lightly floured surface; punch down to remove air bubbles. Divide dough into 8 pieces. On lightly floured surface, roll each piece to a 6x4-inch rectangle. Starting with the longer side, roll up tightly, pressing dough into roll with each turn. Pinch edges and ends to seal. Place on greased cookie sheet. Cover; let rise until doubled.
Preheat oven to 400ºF.
With sharp knife, make a lengthwise slash down the center of each roll. For a crustier crust, brush with cold water. Bake for 20 to 25 minutes or until golden brown. Remove from cookie sheet; cool on wire rack.