In a small bowl, combine warm milk and sugar, then sprinkle active dry yeast over the top and let sit for 5-10 minutes until frothy.

In a large bowl or stand mixer, combine all-purpose flour and salt. Add the yeast mixture, beaten egg, and butter, and mix for 7-8 minutes.

Transfer the dough into a greased bowl, cover with a towel, and let it rise for 1 to 1.5 hours until doubled in size.

Punch down the dough and turn it out onto a floured surface. Roll into a rectangle about ¼ inch thick.

Brush the rolled-out dough with melted butter, then sprinkle with mozzarella, Parmesan, garlic, and herbs. Season lightly.

Carefully roll the dough into a log, then slice it lengthwise and twist each half together.

Transfer the twisted dough into a greased loaf pan, cover with a towel, and let it rise for another 30-40 minutes.

Preheat the oven to 350°F (175°C). Brush the top of the dough with beaten egg and sprinkle with herbs.

Bake for 30-35 minutes until golden-brown and a skewer comes out clean.

Remove from the oven and let cool in the pan for 10 minutes, then transfer to a wire rack.