Place warm water, egg, olive oil, honey, molasses, chia seeds, whole wheat flour, salt, and yeast into a bread machine, in the order listed by the manufacturer. Run Dough cycle. Remove dough from the machine after the cycle is done, about 1 hour 30 minutes.
Spray a baking sheet with nonstick cooking spray. Form dough into 12 buns and arrange on the baking sheet. Let rise until doubled in size, about 55 minutes.
Preheat the oven to 400 degrees F (200 degrees C).
Bake in the preheated oven until buns are golden brown, about 14 minutes. Let cool for 10 minutes before transferring to a wire rack. Brush with melted butter.
