In the bowl of your stand mixer with dough hook attached, add your flour, yeast, salt, egg, and milk and mix on low until dough comes together.
Add half of your softened, room temperature butter and continue kneading the dough. Add the rest of the butter once the first half has been completely incorporated into the dough.
Let the dough knead until smooth and elastic, roughly 15-30 minutes.
Remove your dough from the bowl, shape into a ball. Lightly grease your bowl and replace the dough back into the bowl. Cover your bowl and allow your dough to rise in a warm spot for 1-2 hours or until at least doubled in size.
When the dough is ready, punch down and move to your work space. Divide your dough into 4 equal portions.
I find it easiest to roll out the base on your parchment paper, so place your parchment on your counter and one of the pieces of dough into the center. Roll out your dough into a 10-12 inch circle.
Cover your dough with a thin layer of pizza sauce, leaving about a half inch border.
Roll out your next portion of dough into another 10-12 inch circle and place over the sauce covered base layer, matching up the edges as best possible.
Spread your grated cheese over the second circle of dough in an even layer, leaving a half inch border.
Roll out a third portion of dough, repeating the previous step of covering the first two layers.
Cover the third layer of dough in pepperoni and any other toppings you are using.
Roll out your last piece of dough and place on top of all the other layers.
Lightly place a small cup, or circular cookie/biscuit cutter in the center of your dough. It should measure about 2 inches wide. Use that as a guide as to where to stop your cuts.
Your bread will need 16 even pieces. I find it easiest to cut the dough into quarters, then cut each quarter in half, and then each eighth in half again.
Once you have made all the cuts, take two pieces next to each other and twist them away from each other twice, then join the ends and press to seal them together. Repeat the process with the rest of the dough.
Transfer your bread and parchment to a baking sheet. Cover your pizza bread and allow to proof for another 30-45 minutes. While it proofs, preheat your oven to 350°F.
When dough has finished it's second proof it will have puffed up. Place on the center rack of your oven and bake for 22-25 minutes or until bread is golden brown.
Remove from oven and transfer to a wire cooling rack.(optional) Brush with one tablespoon of melted butter before serving. Allow to cool for at least 10-15 minutes before serving. Bread will keep for 2-3 days in an airtight container. Enjoy!