Combine 1 cup flour and next 7 ingredients in a bowl. Combine water and oil in a saucepan; cook over medium heat until very warm (120 to 130 degrees). Add liquid mixture to flour mixture, beating at low speed of an electric mixer. Beat for 2 minutes at medium speed. Add egg; beat well. Stir in cheese and enough of the remaining 2-3/4 cups of flour to make a soft dough.
Sprinkle 1 tablespoon flour over work surface. Turn dough onto floured surface, knead until smooth and elastic (10 minutes). Place in a large bowl coated with cooking spray, turning to coat top. Cover and let rise in a warm place, free from drafts, 45 minutes or until doubled in bulk. Punch dough down. Sprinkle remaining 1 tablespoon flour over work surface. Turn dough out onto surface, and knead lightly 4 to 5 times; roll into a 14 x 7 inch rectangle. Roll dough up, starting at short side, pressing to eliminate air pockets; pinch ends to seal. Place dough, seam side down, in a 9 x 5 x 3 inch pan coated with cooking spray.
Cover and let rise in a warm place approximately 45 minutes until doubled in bulk. Bake at 375 degrees for 30 minutes or until loaf sounds hollow when tapped on bottom. Remove from pan immediately; cool on a wire rack.