Add the yeast, warm water, oil, and sugar into the bowl of your stand mixer. Give it a good mix until everything has combined nicely, then let it rest for 15 minutes.
Add the salt, egg, and 2 cups of flour to the mixing bowl. Mix everything together using the dough hook attachment.
Continue mixing the dough while adding a 1/2 cup of the extra flour at a time. You may not use all of the remaining flour. Just use enough to make the dough pull away from the sides of the bowl without being sticky.
Once everything has completely mixed together, form the dough out into 12 equal-sized balls.
Have your guests write what they're thankful for on the strips of wax paper. For a make-ahead version, write thankful prompts on each strip, like "I'm thankful for Susan because..." or "The best thing to happen to me this year was..."
Once you have your strips of paper, fold them and place them in the center of a flattened ball of dough, then roll the dough into smooth balls to lock the papers inside.
Place the balls into a 9×13 baking pan and then let them rest for 10 minutes.
Place the dinner rolls in the oven and bake them for about 10 minutes or until they’re golden brown.