In a mixer, with a dough hook attachment, add the warm water (110F), yeast, and a teaspoon of the sugar. Mix until blended. In about 10-15 minutes the yeast will proof. In a small bowl, combine the flour, salt, pepper and cheese.
Slowly mix in 1 cup of the flour mixture into the bowl with the activated yeast until combined. Mix in the eggs one at a time until they are combined. Add another 2 cups of the flour mixture, butter and salt. Mix together on medium-low speed stopping the machine to scrape down the sides of the bowl. Slowly add the rest of the flour and mix until combined. Stop the machine as you add each cup of the flour to scrape the sides of the bowl and incorporate the flour.
Mix on low speed for 10 minutes until dough is incorporated. Be sure to give your mixer a break, as you don’t want to burn it out.
Add flour if needed 1 tablespoon at a time. The dough will be a little sticky but also firm.
Take dough out of mixer bowl, form into a ball and coat with a light film of canola oil (or whatever oil you prefer).
Form the dough into a ball and place into an oiled bowl (when I put the dough in the bowl I swish the dough around the bottom of the bowl and then flip it over so all of the dough is covered in a light film of oil). Cover with plastic wrap and let it rise at room temperature until doubled in size (about 1-1 1/2 hours).
Oil or flour your hands. To make a traditional round loaf, form the dough into a ball, and place it in a greased pandoro (star) or panettone pan; a large souffle dish; or another round, deep pan. The pan should be about 6" to 7" wide, and 3" to 4" deep.
To make a pretty loaf, divide the dough into three pieces; roll each piece into a 12" log; and braid the logs. Nestle the braid into a lightly greased 9" x 5" loaf pan.
Cover the loaf lightly, and allow it to rise for 1 hour (or longer, depending on the warmth of your kitchen, my loaf was ready to bake in one hour); the dough should have become noticeably puffy, though it won't have doubled in size.
To bake the bread: Put your oven rack in a lower position, just below the middle, and preheat the oven to 350°F.
Bake for 35-40 minutes, until it's a deep, golden brown and an instant-read thermometer inserted into the center registers 190°F. The braided loaf will require less time than the round loaf.
Remove the bread from the oven, and let it cool in the pan for 5 minutes. Use a knife to loosen the edges, if necessary, and turn the loaf out onto a rack to cool completely before slicing.
Store airtight, at room temperature, for several days. Freeze, tightly wrapped, for longer storage.