Before You Start
1. Combine water and yeast in a small mixing bowl and set aside for 10 minutes until the yeast starts to bubble and foam.
2. In the bowl of a stand mixer combine the flour, kosher salt, sugar, shortening and butter.
3. Mix together with a paddle attachment for 1 minute.
4. Switch to a dough hook and add in the milk and egg along with the water and yeast mixture.
5. Mix for 2 more minutes on 1st speed.
6. Turn the mixer up to 2nd speed and continue to mix for 12–14 minutes until the dough pulls away from the sides of the bowl and gets very smooth looking. This could take longer than 14 minutes and any additional mixing will not hurt the development of the dough.
7. Turn the mixer up to 3rd speed and mix for 30 seconds.
8. Remove the dough from the mixer and place in a well-oiled or sprayed bowl. The dough will double in size so make sure you choose a bowl that is large enough.
9. Cover the bowl with a damp kitchen towel.
10. Preheat the oven to 85°F on Proof Mode with a rack set on position 3.
11. Place towel covered bowl into the oven and proof for 1 hour, or until the dough doubles in size.
12. Remove the dough from the oven, turn it out onto a lightly floured surface and divide the dough in half.
13. Round each piece into a smooth ball and let the dough balls rest on the counter for 10–15 minutes, covered with a damp kitchen towel.
14. Gently pat each dough ball out into a square.
15. Divide the cheddar, asiago, chilies and red pepper flakes between the two squares and place on top.
16. Pull the corners of the dough to the center to cover the filling.
17. Turn the dough over and gently round into a tight ball again, being careful not to let the filling break through the dough.
18. Place on a parchment lined cookie sheet, cover with a damp kitchen towel, and place back in the oven on Proof Mode at 85°F for another 35–40 minutes, till the loaves are almost doubled in size.
19. Test the proofed dough with your finger. It should just hold the indentation of your finger without the dough deflating.
20. Remove from the oven and let the pan rest on the counter.
21. Preheat the oven to 375°F on Bake Mode with a rack still set on position 3.
22. Make an egg wash by whisking the remaining egg and water together and gently brush each loaf, then sprinkle with additional red pepper flakes and cheese.
23. Bake on the center rack for 30–35 minutes until the center of the loaf reaches an internal temperature of 210°F.
24. Cool loaves completely before slicing.