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1
To make the bread: Place the flour, yeast, salt and sugar in a large bowl.
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2
Mix the milk and water together with the oil, then pour into the centre of the flour mix.
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3
Use a round bladed knife to mix roughly together, then tip onto an oiled work surface and knead for 10 mins.
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4
After 10 mins the dough will be really smooth and elastic.
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5
Wash and dry the bowl, brush with oil then place the kneaded dough in.
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6
Brush clear film with oil then drape loosely over the dough inside the bowl.
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7
Leave in a warm place for at least an hour or until doubled in size.
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8
Oil and baking parchment line a 23cm spring-clip cake tin.
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9
Whilst the dough rises prepare the filling: Preheat the oven to 200C/400F Gas Mark 6.
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10
Place the peppers on the top shelf of the oven and roast for 15 mins or until the skins are charred.
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11
Transfer to a plastic bag and leave to cool - this helps steam off the skins.
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12
When cool enough to handle peel away the skin, discard the stalk and seeds, and slice the flesh into thin strips.
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13
Whilst the peppers roast, place the shallots, garlic, thyme, vinegar and sugar in a medium pan with seasoning.
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14
Bring to the boil, then reduce the heat to low and cook for about 10 mins until all the liquid has evaporated and the shallots are tender.
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15
Add the pepper strips to the shallots pan and cook together for about 5 mins until no excess liquid remains.
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16
Leave to cool.
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17
This mixture keeps in the fridge for up to a week.
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18
Tip the risen dough onto a floured work surface and knead four or five turns to knock out some air.
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19
Use a floured rolling pin to roll the dough to a 35 x 20cm rectangle.
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20
Evenly spread the pepper filling all over the dough and sprinkle over two thirds of the cheese.
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21
Starting at a short side, roll up the dough Swiss roll style to enclose the filling.
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22
Use a sharp knife to cut the dough into 8 even pieces, then place spiral side up in the prepared tin with one roll in the centre and the rest arranged around - there will be spaces in between.
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23
Re-cover with the oiled clear film and leave to rise again for 40 mins until doubled in sized.
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24
Sprinkle the remaining cheese over the rolls and bake for 25 mins until golden brown.
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25
Cool in the tin for 5 mins before transferring to a wire rack to cool.
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26
Best served warm.