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Step 1
Combine the water and yeast in the bowl of a stand mixer fitted with the hook attachment and let stand until the yeast is dissolved, about 5 minutes. Add the milk, eggs, sugar, and salt, and mix until combined. Add 4 1/2 cups of the flour and knead on low speed until a shaggy dough forms. Continue kneading on low speed until the dough comes together and is no longer floury, about 5 minutes. Begin adding the butter one piece at a time, waiting until one piece is just barely incorporated before adding the next.
Step 2
When all the butter has been added, continue kneading for another 5 minutes until the dough is silky and elastic. It will bunch around the dough hook but won’t form a smooth ball; that is okay. Add the remaining 1/4 cup of flour as needed if the dough is sticking to the sides of the bowl.
Step 3
Coat a large bowl with more butter. Transfer the dough into it, cover with plastic wrap or a clean kitchen towel, and let rise until doubled in size, 1 to 1 1/2 hours.
Step 4
Stir the ricotta, pesto, and Parmesan together in a medium bowl until combined.
Step 5
Line 2 (8x4-inch) loaf pans with long rectangles of parchment paper so that the parchment hangs over the long sides of the pan. Grease the pans with butter or cooking spray.
Step 6
When the dough is ready, sprinkle a work surface lightly with flour and place the dough on top of it. Divide into 2 pieces.
Step 7
Roll one of the pieces of dough into a 10x14-inch rectangle with the short end facing you. Spread half the filling on top in an even layer, leaving a 1-inch border. Top with half of the sun-dried tomatoes.
Step 8
Starting with the short end closest to you, carefully roll the dough into a log. If the dough sticks to the counter, use a bench scraper to gently pry it up. When done rolling, pinch the dough to seal it closed and arrange seam-side down. Gently cut the log lengthwise, creating two halves with lots of layers.
Step 9
Position the halves so that the layers are facing up. Press the two halves together at one end, then twist the halves around each other, creating a spiral. Press the halves together again at the other end. Carefully transfer the loaf into a loaf pan. If the loaf is a little too long for the pan, just smoosh it a little on either end to make it fit.
Step 10
Repeat with the other piece of dough to create a second loaf. Cover the loaves with plastic wrap or clean kitchen towels and let them rise on the counter until puffed, about 1 hour.
Step 11
Arrange a rack in the middle of the oven and heat to 350°F. Whisk the egg with 1 teaspoon water and gently brush it all over the surface of the loaves. Top with a sprinkling of grated Parmesan, several grinds black pepper, and flaky sea salt. Bake until golden-brown and a skewer inserted in the center comes out clean, 45 to 55 minutes.
Step 12
Let the loaves cool in the pan for about 20 minutes. Run a knife around the edges to release them from the pan. Use the parchment to lift the loaves from the pan. Place them on a wire rack and slide the parchment out from underneath. Serve warm.