In a large bowl of the stand mixer fitted with a dough hook, mix together warm milk and sugar, then sprinkle yeast on top. Allow yeast to bloom for about 5-10 minutes.

Once yeast is ready, add all remaining ingredients to the bowl EXCEPT butter and mix on medium until the dough begins to gather around the hook.

Add butter 1 tablespoon at a time until incorporated fully. Mix on medium for about 8-10 minutes, or until the dough looks smooth and shiny and does not easily tear when stretched.

Remove dough to a lightly buttered or oiled large bowl, cover with plastic wrap and place in a warm draft-free place for about 1.5-2 hours until doubled in size.

Once doubled, punch the dough down to remove excess gas, then cover and place in the fridge overnight.

Make your pesto (below) and keep in the fridge while the dough rests overnight in the fridge.

Cut the peppers in half, and remove the stem, seeds and veins. Cut the peppers into flat strips so that they can lay as flat as possible.

Place peppers skin skid up on a sheet tray and put the tray in the oven on the top rack on broil for 6-10 minutes. The peppers are done once the skin has charred almost completely. The skins should be black. Remove from the oven and place in a zipper bag or airtight container for about 10 minutes.

Once cool, remove the peppers from the bag and peel off as much of the charred skin as possible. The skin should come off fairly easily at this point.

Add two cups of roasted peppers to a food processor and pulse to chop into pieces.

Add the basil to the food processor and pulse a few more times. Then add the remaining ingredients EXCEPT the olive oil and process on high until combined and chopped into small pieces.

Finally, process on low and drizzle the olive oil in slowly and continue to process for about 20-30 seconds longer. Taste at this point and add additional salt if needed. The texture should not be smooth and creamy, but not very chunky, either - somewhere in-between is perfect.

Enjoy now or store in an airtight container in the fridge for up to two weeks.

The following day, remove the dough from the fridge and turn out onto a lightly floured surface.

Roll out dough into a large rectangular shape about ¼ inch thick.

Add about ½ cup of pesto to the surface of the dough leaving about ½ inch of space along the sides. Rip or chop your mozzarella into quarter sized pieces and sprinkle them evenly over your dough.

Starting with one of the short sides, roll your dough into a tube. Once rolled, pinch the ends to close in the ingredients, then take a sharp knife and cut your rolled dough tube down the middle exposing the filling layers. Turn each half of the tube so that the cut side is facing up, then twist them together, one over the other. Do your best to keep the cut side facing up during this process. Pinch the ends together.

With both hands, push the ends towards the middle until the twisted dough is about the size of your loaf pan, then place the dough into the pan with the filling on top.

Cover with plastic wrap and place in a warm, draft free spot for 1.5 hours.

At the one-hour mark, preheat the oven to 350°F.

After 1.5 hours, mix together one egg and 1 tablespoon water and brush on the exposed dough. Then place in the oven for 45-55 minutes. Once done, the dough will be golden brown on top.

Remove from oven and allow to cool slightly in the pan (5-10 minutes) before removing to a wire rack. Slice and serve!