Preheat your oven to 375°F (190°C). Line the baking sheet with parchment paper and set aside.

In a frying pan over medium heat, cook the sausage until browned and cooked through, breaking it into small pieces. Drain any excess fat and set the sausage aside to cool.

In a large mixing bowl, whisk together the flour, baking powder, and salt. If using, stir in the dried herbs.

In a separate bowl, combine the milk and melted butter. Gradually add this mixture to the dry ingredients, stirring until just combined.

Add the cooked sausage and shredded cheese to the dough, mixing gently until fully incorporated.

Turn the dough out onto a floured surface and knead gently for about 2 minutes, just until it comes together.

Using a rolling pin, roll out the dough into a rectangle, approximately ½ inch thick.

Carefully roll the dough up, starting from one of the long edges, to form a log. Pinch the seams to seal the edges.

Place the rolled sausage bread seam-side down on the prepared baking sheet. Beat the egg in a small bowl and brush it over the top of the dough for a beautiful glaze.

Bake in the preheated oven for 25 minutes, or until golden brown and cooked through.

Allow the sausage bread to cool for a few minutes before slicing. Serve warm.