Mix flour, salt and yeast together in a mixing bowl and make a well in the centre. Pour in cold water and milk and mix to form a shaggy mass of dough. Knead in olive oil and continue to knead until dough is elastic. Form dough into a ball and transfer to a floured basin. Cover with plastic wrap or a damp cloth and leave to stand in a cool place until almost doubled in size, about 1-1 1/2 hours.
Punch down risen dough, and divide into three equal portions. Form each into a ball, place on a floured surface, cover with upturned bowls or floured cloths and let rest for 20 minutes, then, working with one portion at a time, roll dough into a 2.5 cm-thick rectangle. Smear 1/3 of the tomato puree over dough, leaving a 1/2 inch margin uncovered. Sprinkle 1/3 of the sundried tomato strips and 1/3 of the mozzarella cheese evenly over puree, then roll up dough, starting from the long edge opposite the one with the uncovered margin. Pinch seam and ends to seal. Repeat with remaining dough and ingredients. Transfer loaves to greased baking trays and cover with a plastic sheet. Let bread rest for 10 minutes only.
Preheat oven to 230-240 degrees C/446-464 degrees F. Lightly smear loaves with olive oil and sprinkle with rosemary and a little sea salt. 4. Bake bread for 20-25 minutes, until golden brown. Cool on a rack.