In a medium bowl, dissolve yeast and sugar in warm water. Let stand until foamy, 5 - 10 minutes. In a saucepan, head milk, butter and salt over low heat until butter has melted. Cool to lukewarm (95 degrees - 105 degrees F).

Stir milk mixture into yeast mixture.

Beat in flour, 1/2 cup at a time (I used all 6 cups, you want it to be to the point where it's pretty much rolled up in a ball).

On a floured surface, knead dough until smooth and elastic, about 10 minutes, adding more flour as needed to prevent sticking.

Gradually knead in 2 cups of cheese (I actually used about 2 3/4) cups because we love our cheese) until well distributed.

All rolled up...

Place dough in a large greased bowl turning to coat. Cover with a damp cloth, let rise in a warm place until doubled, 1 hour. (note: I realized I had run out of cooking oil so I didn't bother with the bowl, just stuck it on a pan and covered it and let it rise...and rise it did!) A tip...when letting bread rise, set your oven to 250 degrees F and place the bowl or pan that the bread is on right on top of the oven, it'll add a bit of warmth to help it rise.

Ok, the dough has doubled in size and is ready for the next step!

Prepare baking sheets, you can grease them or use parchment paper like I did. Punch down the dough (which basically means knead it again). Divide dough in half and make two oval shaped loaves and place on prepared pans. Or if you want rolls (I made 1 loaf and 8 rolls), divide dough in half, then each half in 8 equal pieces and form into balls. (I don't have pics of a lot of that cuz my hands were messy and I didn't want to touch the camera, sorry). Place on prepared pans. Cover loosely with a damp cloth and let rise in a warm place until doubled, about 1 hour.

Now that they've doubled, they're almost ready for the oven, just need a glaze!

Preheat oven to 400 degrees F. Prepare glaze by mixing the egg and water (I also added a bit of dried pesto mix to mine but that's optional). Brush glaze on loaves/rolls. Pop em in the oven for about 25 minutes. Remove from oven and sprinkle with remaining 1/2 cup of shredded cheese.

Bake until they are a deep golden brown and bottoms sound hollow when tapped, approx 5 - 10 minutes more (I'm at a high altitude so my baking times tend to be longer). If necessary, cover with aluminum foil to prevent over browning.

Let cool and eat! Have them plain, smear em with butter, make a sandwich, use them for hamburger buns, etc. For variations, you can add some crumbled cooked bacon for a bacon-cheddar loaf. Or use a different kind of cheese, or several different cheeses. For extra flavor and uniqueness add a few tablespoons of tomato paste and some basil. Be creative.

Now that you have learned how to make cheddar bread, please be sure to view these other cheese bread recipes.