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In a large bowl, combine warm milk, sugar, and yeast. Stir gently and let sit for 5-10 minutes until frothy.
Add the olive oil, egg, and salt to the yeast mixture. Mix well.
Gradually add the flour while stirring, then knead the dough on a floured surface for about 8-10 minutes until smooth and elastic.
Place the dough in a lightly oiled bowl, cover, and let it rise in a warm place for 1 to 1.5 hours or until doubled in size.
Punch down the dough and roll it out into a rectangle on a floured surface. Sprinkle the shredded cheese and herbs evenly over the dough.
Roll the dough tightly from one end to the other, then shape into a loaf or divide into smaller rolls as desired.
Place on a baking tray lined with parchment paper. Cover and let rise again for 30 minutes.
Preheat the oven to 375°F (190°C). Bake the bread for 25-30 minutes or until golden brown on top.
Let cool slightly before slicing and serving.
Serving and storage tips:
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