mc donald's buns  do not have milk listed as an ingredient :

Regular Bun:
Enriched bleached flour (bleached wheat flour, malted barley flour, thiamine,
riboflavin, niacin, folic acid, reduced iron), water, high fructose corn
syrup, partially hydrogenated soybean oil, yeast, contains less than 2 % of each
of the following: salt, calcium sulfate, calcium carbonate, calcium silicate,
wheat gluten, soy flour, baking soda, emulsifier (mono- and diglycerides,
diacetyl tartaric acid esters of fatty acids, ethanol, sorbitol, polysorbate 20,
potassium propionate), sodium stearoyl lactylate, dough conditioner (corn
starch, ammonium chloride, ammonium sulfate, calcium peroxide, ascorbic acid,
azodicarbonamide, enzymes), calcium propionate (preservative).