In a small bowl, dissolve the yeast in the lukewarm water.
Stir in 2 teaspoons (10 ml / 0.3 fl oz) of sugar and let it sit for 5-10 minutes, until foamy and bubbly. This is called proofing the yeast.
In a large mixing bowl, combine the scalded-then-cooled milk, the remaining 2 tablespoons (30 ml / 1 fl oz) of sugar, and the salt.
Stir in the activated yeast mixture and 2 cups (240g / 8.5 oz) of the flour.
Using a wooden spoon or a stand mixer with a paddle attachment, beat the mixture vigorously for about 5 minutes until it's smooth and elastic.
Add the 2 lightly beaten eggs to the dough and beat again until fully incorporated.
Pour in the melted butter and continue to beat, slapping the dough against the sides of the bowl, until it looks glossy and starts to form blisters. Gradually beat in another 2 cups (240g / 8.5 oz) of flour.
Lightly flour a clean work surface with some of the remaining flour.
Turn the sticky dough out onto the board and knead for 8-10 minutes, adding more flour as needed, until the dough is smooth, elastic, and no longer overly sticky.
Form it into a ball.
Place the dough ball in a large, buttered bowl, turning it once to coat the top with butter.
Cover the bowl with a clean tea towel and place it in a warm, draft-free spot to rise for about 1. 5 hours, or until it has doubled in size.
While the dough is rising, prepare the filling.
In a medium bowl, combine the grated Munster cheese, crumbled Roquefort, melted butter, and 2 beaten eggs.
Mix thoroughly until everything is well combined.
Set aside.
Once the dough has doubled, punch it down gently and turn it out onto a lightly floured board. Now, choose your loaf style
For one large, round loaf: Roll the dough into a large circle, about 24 inches (60 cm) in diameter. Carefully transfer it to a buttered 9- or 10-inch round cake pan, pressing it into the bottom and up the sides, leaving the excess dough hanging over the edge.
Spread the cheese filling evenly inside.
Fold the overhanging dough up and over the filling, pleating it as you go. Gather the edges at the center and twist them to form a small knob, sealing the loaf.
For two smaller, rectangular loaves: Divide the dough in half.
Roll one half into a rectangle about ½-inch thick.
Spread half of the filling over the dough, leaving a 1-inch border on three sides and a 2-inch border on the far long side.
Roll the dough up tightly into a log, tuck the ends under, and pinch the seam securely.
Repeat with the second half of the dough and filling.
Place the loaves seam-side down on a buttered or parchment-lined baking sheet.
Cover the shaped loaf (or loaves) with a tea towel and let them rise in a warm place for another 30 minutes.
Preheat your oven to 350°F (175°C).
In a small bowl, whisk together the remaining egg and the cream to create the glaze.
Brush this mixture generously over the top of the loaf/loaves.
For the large loaf, bake for 1. 5 hours. For the two smaller loaves, bake for 1 hour and 15 minutes. The bread is done when it's a deep golden brown and sounds hollow when tapped.
Let it cool in the pan for at least 15-20 minutes before transferring to a wire rack.
Serve warm, cut into generous wedges or slices.
Don't be afraid to experiment with the cheese! A sharp cheddar or Gruyère can be a delicious substitute for Munster, but keep the pungent blue cheese for that signature tangy kick.