In a mixing bowl, combine the warm milk, yeast, and sugar. Let it sit for about 5 minutes until frothy.

In another bowl, whisk together the flour and salt.

Add the melted butter and egg to the yeast mixture. Stir until combined, then gradually add the flour mixture.

Transfer the dough to a floured surface and knead for about 5-7 minutes until smooth and elastic.

Place the dough in a greased bowl, cover with plastic wrap, and let it rise in a warm place for about 1 hour.

In a bowl, mix the ricotta, mozzarella, Parmesan, and black pepper.

Once the dough has risen, punch it down and roll it out into a rectangle. Spread the cheese filling evenly over the dough and roll it tightly.

Place the rolled dough in a greased loaf pan and let it rise for another 30 minutes.

Preheat oven to 350°F. Bake for about 40 minutes until golden brown.