In the bowl of a mixer, add the bread flour, instant yeast, sugar and salt. Pour the wet ingredients (egg + milk) into the mixing bowl.

Mix until the dough has come together and add butter. Continue to mix using the dough hook until the dough has reached windowpane stage.

Transfer onto your work surface and divide the dough into 3 portions. Pull and tuck each portion and roll to shape them into balls.

Roll each ball into a long rectangle. Sprinkle Cheddar all over, leaving a narrow space at the edges. Roll this up into a little log. Place into a 20x10x10cm loaf pan.

Spray lightly with water and allow the dough to proof for about 50 minutes in a warm place. (I placed the dough into the oven set to 35°C.) When the dough has risen to about 80% of the height of the pan, pre-heat the oven to 170°C. Brush the bread with egg wash or milk.

Scatter more cheese on the bread. Bake the bread for 45 minutes. If the top gets too brown, place a sheet of aluminium foil over it and continue baking.

Once the bread is done, remove it from the bread pan immediately and place on a wire rack to cool completely.