Proofing the yeast is the very important level and if the yeast does not proof then you are making a mistake some where.
Either yeast may be out of date or you have not used warm water.
If the liquid is too hot then yeast will not rise.When you dip in your finger in the liquid finger should be able to sustain the heat.
Sugar is added along with yeast as yeast will feed on it and rise.
Dough may be sticky but don't care knead well and this will only give a super soft buns.
Don't skip milk-powder it gives extra taste to buns.
As it is sweet bun I have added sugar to flour itself.
Don't use-milk alone use mixture of milk and water in equal quantity.