Combine bread flour, sugar, kosher salt, egg, melted butter, and water for roti canai in a mixing bowl. Mix with your hands until a shaggy dough forms. Transfer to a work surface and knead until a smooth, elastic dough forms, about 7 minutes.

Divide dough into 8 equal pieces and form each one into a ball. Coat each ball with vegetable oil, transfer to a plate, and cover with plastic wrap. Refrigerate for 8 hours, to overnight.

Melt butter for dip in a saucepan over medium-high heat. Add onion, ginger, garlic, kosher salt, curry powder, paprika, cumin, black pepper, and cayenne pepper; stir together and saute until onion has softened and spices are fragrant, 3 to 4 minutes. Stir in tomato paste and cook until it starts to toast and caramelize on the bottom of the pan, about 3 minutes.

Stir in cold water and coconut milk. Add lentils; stir and bring to a simmer. Reduce heat to medium-low and simmer, stirring occasionally, until tender, about 40 minutes. Taste and adjust seasonings. Reduce heat to low and keep warm while you prepare the roti canai.

Place 1/4 cup melted butter in a bowl. Transfer rested dough balls onto a lightly oiled work surface. Flatten each ball slightly and rub a little melted butter on top. Cover dough with plastic wrap and let it warm up slightly, about 10 minutes.

Press on top of the plastic wrap to flatten warmed dough. Remove plastic wrap and add a bit more butter. Stretch each piece from the center out to get it as thin as possible (until almost see-through), adding more butter as needed. Don't worry if there are a few small tears.

Sprinkle on more melted butter, then pull two sides in towards the center until touching and overlapping slightly. Pull the other two edges in the same way to form a square. Cover with plastic wrap and flatten roti canai one more time.

Add some melted butter to a skillet set over medium or medium-low heat. Add roti canai and cook until browned, flaky, and crispy on the outside and fully cooked through on the inside, 3 to 4 minutes per side.

Remove from the skillet and smush it with your hands to fluff it up and separate the layers of dough. Repeat to cook remaining roti canai.

Sprinkle the curried red lentil dip with cilantro and sliced serrano peppers and serve alongside the roti canai.