In a small bowl, add in the yeast, warm water, and the 1 teaspoon of sugar. Let it sit for 5 to 10 minutes until it gets foamy.
In a microwave-safe bowl, add in the butter and milk. Place into the microwave for 2 and ½ minutes. Stir.
Add the yeast mixture into the large bowl with the butter and milk. Stir.
Add the remaining sugar and whisk to combine.
Add in 5 cups of bread flour and beat with a stand mixer and dough hook. When it comes together and forms a beautiful ball, it's done.
Add the vegetable oil. Roll so the dough is coated with oil.
Cover loosely with plastic wrap. Place a tea towel over top of the plastic wrap and place into a warm place to rise.
Once the dough has doubled, punch it down.
Flour the clean work surface with ¼ cup of flour and begin to roll out the dough. Knead the dough to remove all of the air. I worked mine for about 4 minutes to release any air.
Press the dough into a nice rectangle form. Compare the width of the dough to your loaf pan to make sure it will fit. Try to roll the dough so it increases in length and not width.
Preheat oven to 350 degrees and grease a loaf pan with non-stick cooking spray.
Spread the sauce on to of the dough. Keep it about 1 inch from the sides and 1.5 inches from the end. That will prevent most of the sauce spilling out everywhere.
Add the thinly sliced mozzarella on top of the sauce. Keep that also 1 inch away from the sides and 1.5 inches - 2 inches away from the end.
Roll the bread up as tight as you can. When it's all roll up, pinch along the seam to close the bread up. Give it a few rolls back and forth to help remove any additional air bubbles.
Push the ends into the bread and pinch together to the on the outside.
Place the bread into the loaf pan. Cover with a plastic wrap and tea towel you used earlier and let rise for 20 minutes.
Brush the top of the bread with the egg wash.
Place into a 350 degree preheated oven. Be sure to place a pan or tin foil underneath the loaf pan and let bake for 40 minutes or until done.
Let the bread rest for about 20 minutes and remove from the loaf pan. Rub the loaf of bread with a tablespoon of butter.
Wrap the bread in a bread bag or plastic wrap to stay fresh.