Step 1Sprinkle the yeast and 1/2 teaspoon of the sugar over 1/2 cup of the milk in a shallow bowl. Stir until the yeast is dissolved and place in a warm, draft-free spot until it doubles in volume, 5 to 8 minutes.
Step 2Place 3 1/2 cups of flour into the bowl of an electric mixer, make a well in the center and add the yeast mixture, salt, butter and the remaining 1/2 cup of milk and 1 tablespoon of sugar. Mix on low speed until smooth. Gather the dough into a ball and place it on a lightly floured work surface.
Step 3The dough will be somewhat slippery. Knead at least 10 minutes, sprinkling from time to time with the remaining flour to keep it from sticking to the board.
Step 4When the dough is smooth and elastic, place it in a large, lightly buttered bowl. Cover it with plastic wrap and a kitchen towel and set it in a warm, draft-free place to double in bulk, 45 minutes to an hour.
Step 5Punch down and let rise until it doubles again, 30 or 40 minutes.
Step 1Cut the cheese in medium pieces and process in a food processor with the butter and egg until it balls up on the blade.
Step 2Punch down the dough on a lightly floured work surface; roll it into a 22-inch circle. Drape it over a 9-inch springform pan. Put the cheese in the middle and fold the excess dough from the sides up to the center of the cheese, pleating together at the top. Make the pleats as even as possible. Gather the ends of the dough together and twist into a knob on top of the filling. Let rest 10 or 15 minutes.
Step 3Heat the oven to 375 degrees.
Step 4Bake the loaf until golden brown, about 60 to 70 minutes. Cover the bread with foil if the top starts to brown too much. Place the bread on a wire rack, remove the sides of the pan and let the loaf cool at least 30 minutes before serving.