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Step 1
Place water in a bowl large enough to hold both the water and all the dry ingredients and still have room to spare. Mix together dry ingredients in another bowl.
Step 2
Add dry ingredients to water a bit at a time and mix thoroughly to form a dry rough mass.
Step 3
Pour the oil over the dough, mix again to scrape off any dough residue stuck to side of the bowl, and place the rough shaggy dough onto a work surface.
Step 4
Knead the dough for 5-7 minutes. If the dough is too sticky, place a clean bowl inverted over the dough and wait 30 minutes before resuming. Return to kneading (just make sure to knead for at least a total of 5 minutes).
Step 5
Place the bowl over the dough once more and let sit for 30-40 minutes to warm up before forming the dough ball.
Step 6
After 40 minutes pull the dough towards its end repeatedly to form a smooth ball. Pinch the seam side and place the dough ball seam side down into an oiled bowl and cover tightly with plastic wrap. Refrigerate for at least 12 but ideally 24 hours before using.
Step 7
Remove the dough ball from fridge 2 hours prior to using.
Step 8
Preheat oven to 425°F and set the rack to the middle level.
Step 9
Heat the olive oil in a large pan to medium-high heat. Add the sausage and brown while breaking it up with a wooden spoon or meat masher. Remove the browned sausage with a slotted spoon to a plate and set aside to cool.
Step 10
Add the butter and onions to the pan along with a pinch of salt. Cook the onions until slightly browned and soft (about 10-15 minutes) then turn off the heat.
Step 11
Place the dough onto a floured surface and press with your hands to open it, then transfer to parchment paper and roll into a rectangle shape approximately 12x16" in size.
Step 12
Distribute the sausage and onions onto the dough, leaving about 1 inch around the sides. Sprinkle the shredded mozzarella, oregano, black pepper, and 2 tablespoons of grated Pecorino cheese all over the sausage and onions.
Step 13
Fold the roll over one time then tuck in the sides. With a wet pastry brush, brush the seam and roll with the parchment paper to form a log shape. Place the seam side down and center the roll on an oiled baking pan or on top of a parchment paper-lined pan. Cover with plastic and let the roll rise for 30-60 minutes before baking.
Step 14
Before baking, beat the egg and add a tablespoon of water to thin. Brush the eggwash onto the top of the roll. Cut a few slits into the top of the roll to allow air to escape.
Step 15
Sprinkle the sesame seeds and the remaining grated Pecorino on top. Bake the sausage bread for 10 minutes then turn the heat down to 375°F and continue to bake for 20-30 more minutes or until the interior is fully cooked through.
Step 16
Let the sausage bread sit for at least 10 minutes to solidify and make cutting easier. Enjoy!