In a small bowl combine the luke warm milk, melted butter, sugar and yeast and set aside for 5 minutes.
In a large bowl of a stand mixer with the paddle attachment attached, place the flour and salt.
Add in the yeast mixture and the egg and on a low speed, mix the ingredients until the flour is mostly incorporated.
Attach the dough hook and turn onto medium speed and mix until the dough begins to pull away from the sides of the bowl.
The mixture will be soft and slightly sticky but not stick to your hands.
Transfer the dough to a lightly greased mixing bowl and cover with a towel and let rise in a warm, dry place until it doubles in size. (Around an hour)
Filling;
While the dough is rising, make the filling.
Crush the garlic and mix with the melted butter and set aside.
Grate the cheese and set aside.
Assembly;
Grease a "9x5" loaf pan with cooking spray or butter. I like to also add a strip of cooking paper in the middle of the pan with a piece hanging off each side as 'handles' to get the bread out easier once baked.
Punch down the dough and turn out onto a floured bench.
Roll the dough into a large rectangle (around 10"x20").
Brush the dough with the melted butter and garlic mixture.
Slice the dough into strips. You will have around 8-10 strips depending how thick you want your strips. They should be cut along the 20" length so they will all be 10" long.
Scatter over the grated cheese generously.
Gently layer all the strips on top of each other into one pile.
Using the knife, cut the pile into thirds so you should now have three piles.
Arrange the piles in a row, turned on their side in your prepared loaf pan. Top with a touch more grated cheese.
Cover the pan and let the dough rise in a warm place until almost doubled in size for around 30-40 minutes.
Preheat the oven to 180°C (350°F) and bake the loaf for about 30-35 minutes. The top should be golden and sound hollow when tapped.
If the top seems to be over-browning or turning black, cover the top loosely with sheet of tin (aluminum) foil and continue cooking.
Allow to cool in the pan for 15 minutes, then run a knife around the edge and using the baking paper handles, remove loaf to a cooling rack and allow to cool completely.
Notes
* Adjust the garlic to your on tastes. I love garlic and can eat A LOT of it. If you are not this way, start with 4-6 a bulb and go from there.