In a bowl, mix warm milk, sugar, and dry yeast. Let sit for 10 minutes until it becomes frothy.
In a large mixing bowl, combine sifted flour and salt. Pour in the yeast mixture and olive oil, stirring until a sticky dough forms.
Fold in the grated cheese, ensuring even distribution throughout the dough.
Cover the bowl with a damp cloth and let the dough rise in a warm place for 60-90 minutes until doubled in size.
Grease a baking pan with vegetable oil and transfer the dough into it, spreading it evenly without overworking it.
Let the dough rest for another 20-30 minutes for a second rise.
Preheat the oven to 180°C (350°F). Brush the top of the dough with egg yolk for a golden finish.
Bake for 25-30 minutes or until the bread is golden brown and sounds hollow when tapped.
Allow the bread to cool slightly before slicing and serving.