1. Stir the yeast and sugar into the water and mix together with the flour, milk, eggs, salt, pepper and oil in a mixing bowl. Knead the dough for about 8 minutes. The dough should be sticky and soft. If necessary, you can add some flour, but only enough that the dough remains very soft and sticky. Dust with flour and let it rise in a warm place for 60 minutes.
2. Dust the work surface with plenty of flour and spread the dough out to about 40x40 cm. Add about half of the spinach to the dough, along with crumbled sheep's cheese and chilli, if using. Grease a 20 cm box baking tin with baking spray. Close the dough like a book and sprinkle it with the remaining ingredients. Roll it up from the long side, creating a roll of about 20 cm in length. Put the roll in the box baking tin, cover the bread with a clean dishcloth and let it rise again for 30 minutes. Brush with the whisked egg.
3. Bake in a preheated oven at 190°C (top/bottom heat) for about 50 minutes.