In a large mixing bowl, combine 3 cups flour, cheese, sugar, yeast and salt. Add milk and egg; beat on low speed until smooth. Stir in enough remaining flour to form a soft dough.
Turn onto a floured surface; knead until smooth and elastic, about 6-8 minutes. Place in greased bowl, turning once to grease top. Cover and let rise in a warm place until doubled, about 1 hour. Punch dough down. Divide in half and shape into two loaves. Place in two greased 9x5x3 inch loaf pans. Cover and let rise until doubled, about 45 minutes.
Bake at 375 for 25-30 minutes or until golden brown. Remove from pans to cool on wire racks.