In a small bowl, whisk together warm water, sugar, and yeast and let stand for 5 minutes. If it does not bubble and rise at this point, throw it out and repeat the proofing step with fresh yeast.
Whisk together the dry ingredients (including herbs, if using) and set aside.
Stir to combine the honey or agave and egg (or substitute) in a separate bowl, then slowly add to the dry ingredients, along with the proofed yeast mixture.
Beat on the low speed of an electric mixer until well-blended; add more milk or water if needed until the dough is soft — it should not be resistant or tough. The dough should be wet but firm.
On a well-floured pastry mat or clean counter, turn dough out and roll out to 1/8 inch thick. Cut into strips the width you’d like your crescent rolls to be when rolled up (consider if rolling hot dogs inside, for example).
Cut into elongated triangles, gathering the scraps of dough and re-rolling to make one or two more crescents once the rest of the dough is used.
Liberally brush oil or melted butter onto the dough at this point, then, from the wide end of the dough triangle, begin gently rolling the dough into a log, until the narrow tip of the triangle wraps around the roll on top. (Use a bench scraper or butter knife, if necessary, to help roll up the dough).
Place each roll onto a parchment-lined cookie sheet and pull the ends of each roll in toward the center to form a crescent shape. Brush off excess flour then brush the tops of the rolls with oil or melted butter to help them brown.
Cover with a damp towel or sheet of parchment paper sprayed with cooking oil and place for 30 minutes in a warm place like an oven preheated to 200ºF, then turned off.
Preheat the oven to 375ºF (static) or 350ºF (convection).
Bake for 8-10 minutes, or until light golden brown. Do not over-bake – test with a toothpick to be sure the dough inside is cooked before removing. If making Pigs-in-a-Blanket, bake approximately 20-25 minutes.