Combine milk, yeast and sugar in a small bowl and let mixture stand for a few minutes, until yeast puffs up.
Place flour in a large bowl, make a well in the middle and pour in the milk. Drizzle with oil, sprinkle with salt and oregano and stir to combine. Knead into a ball of dough, either with your hands or with a mixer (use dough hooks). If the dough is dry, add a few tablespoons of water; if it’s sticky add flour tablespoon by tablespoon. The dough has to be soft, but smooth. Knead for a few minutes until it springs back when you gently poke it with your finger.
Place dough in a lightly oiled bowl, cover with greased plastic wrap and let rise in a warm place, until doubled, for about 1 hour. If your kitchen is drafty, put the bowl in the cupboards or in the oven (turned off).