Help my Hot Dog Buns!

It is with a heavy heart that I share this with you.  My buns were a complete and utter failure.  They look like dog biscuits and taste like dust.  But, I need to share it with you and beg for help.  

HELP!

It began innocently.  The saurkraut looks like it is ready to eat, and John picked up some nitrate/nitrite free hot dogs up to try them with.  I just kneeeewww (sense the sarcasm?) that I could make the buns, so he didn't get them.  Sigh.  If I only knew.  I grabbed this recipe and thought, "Hmm... Easy and Perfect?  GREAT!"

First, John melted down 1 cup raw milk, 1/2 cup water, 1/4 cup unsalted butter, and 1 T honey.

 While it cooled down to 120*, I mixed 2 cups whole wheat flour, 1.25 t yeast, and 1 1/2 t salt.  

When the liquid was cooled, an egg was beaten in. 

Then it was all combined.

I added another cup of flour as I mixed it.  

I rolled it out and cut it into 16 dog-sized pieces. 

Each piece was shaped into a bun-type shape.

So far so good, right?  Well.  It never rose.  At all.  I know the yeast was good, because as I was making this, I used more of the yeast for another loaf of bread (which actually worked really well).  Our house is cold, so I had it in the oven that had been preheated for a minute and then I left the light on.  I waited a LONG time, and it never changed.  I baked it anyway, hoping for a little oven spring.  

Nothing.  They still look like this, only a little darker.  We both had a bite, and couldn't even choke them down.  

So, I ask you: 

1) What do we do with them?  Breadcrumbs?  Any other ideas?

2) How the heck do I make hot dog buns?!?!

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