Combine milk, sugar, salt, and butter in small saucepan. Heat over low heat until butter melts and sugar dissolves. Cool to lukewarm.
Dissolve yeast in warm water in warmed bowl. Add lukewarm milk mixture and 4 1/2 cups flour. Attach bowl and dough hook. Turn to speed 2 and mix 1 minute. Continuing on speed 2, add remaining flour, 1/2 cup at a time, until dough clings to hook and cleans side of bowl. Knead on speed 2 for 2 minutes longer, or until dough is smooth and elastic. Dough will be slightly sticky to the touch.
Place in a greased bowl, turning to grease top. Cover; let rise in warm place, free from draft, until doubled in bulk, about an hour.
Punch dough down and divide in half. Shape each half into a loaf and place in a greased 8 1/2 x 4 1/2 x 2 1/2-inch loaf pan. Cover; let rise in warm place, free from draft, until doubled in bulk, about 1 hour.
Bake at 400 degrees F for 30 minutes. Remove from pans immediately and cool on wire racks.
Spoon the filling in the middle of the circle then pinch the edges together and fold the ends in and place on greased baking sheet. Brush with egg wash and sprinkle with coarse ground pepper and salt. Bake at 350 degrees for 25 to 30 minutes. Cool on rack.