Step 1 Butter or grease two 9- by 5- by 3-inch loaf pans.
Step 2 In a large bowl, stir together the flour, sugar, salt and pepper. Set aside.
Step 3In a small bowl (or the pan in which the milk was scalded), stir the butter into the hot milk. Cool the milk to room temperature.
Step 4Once the milk has cooled, pour the water into the bowl of a stand mixer and whisk in the yeast. Wait 1 minute, then whisk again to make sure the yeast is completely dissolved. Whisk in the cooled milk and butter mixture.
Step 5Use a large rubber spatula to stir in about half the flour mixture. Stir in the rest of the flour in 3 to 4 additions to form a rough dough in which there is no longer any unmoistened flour.
Step 6Fit the bowl onto a mixer fitted with a dough hook, and beat on medium speed until the dough is somewhat smoother but not perfectly smooth, about 2 minutes. Stop the mixer and allow the dough to rest for 10 minutes. Add the cheese and nuts to the dough mixture.
Step 7Beat the rested dough on medium speed until it is smoother and more elastic, about 2 additional minutes.
Step 8Scrape the dough into a lightly oiled bowl large enough to hold twice the amount of dough, and turn the dough over so that the top is now oiled. Gently press oiled plastic wrap against the surface of the dough. Set the dough aside until it has doubled in bulk, about 1 hour at room temperature.
Step 9Invert the dough onto a lightly floured work surface and turn it over. Press to deflate the dough, then set it aside to rise again, following Step 7.
Step 1 0After the dough has risen for the second time, use a small flexible scraper to invert it onto a lightly floured work surface. Divide the dough in half. Without deflating the dough too much, pull and stretch each piece into a rough 8- to 9-inch square. Starting at the far end of the dough, tightly roll it toward you jelly-roll style, pinching the edge in place when you get to the end.
Step 1 1Place the formed loaves in the pans, seam-side down, evenly pressing it into place so that the top of each loaf is level. Cover with oiled plastic wrap and set aside to rise until doubled in size, about 1 hour. When risen, the dough should be at least 1 inch above the rims of the pans.
Step 1 2When the loaves are almost completely risen, set a rack in the middle level of the oven and heat to 400 degrees.
Step 1 3Once the loaves are completely risen, uncover and place them on the rack in the oven, short side inward and equidistant from each other and the sides of the oven. Bake until the bread is well risen, deep golden and firm, with an internal temperature of more than 200 degrees, about 45 minutes.
Step 1 4Unmold each loaf to a rack and cool on its side to prevent falling. If you want the crust to be very soft, have a tablespoon of melted butter ready when you unmold the bread and use a brush to paint all the surfaces of each loaf with