Step 1: In a large bowl combine 2 cups flour, yeast, sugar and salt. Work in butter until dough looks crumbs for pie dough.
Step 2: Mix in scalding water.
Step 3: Stir in 3 cups flour.
Step 4: Turn onto a lightly floured surface and knead in 1 cup flour.
Step 5: Cover and let rise in a warm place until double in bulk (about 1 1/2 hours).
Step 6: While dough rises prepare filling. Remove any sausage casings. Crumble and brown sausage in skillet.
Step 7: Drain and cool cooked sausage. When cool, stir in egg and cheese, set aside.
Step 8: Punch down dough. Divide dough into two portions.
Step 9: On a lightly floured surface, roll one portion into an 18x12 inch rectangle (45x30cm).
Step 10: Spread half of the filling over the dough, up to 1/2 inch (1cm) from the edges.
Step 11: Starting on the long edge, roll the rectangle jellyroll fashion.
Step 12: Pinch to seal center seam and ends. Place roll seam down on a baking sheet.
Step 13: Repeat these steps with the second portion of dough.
Step 14: Let loaves rise in a warm place 1/2 hour.
Step 15: Bake at 375F (190c, gas mark 5) for 30-40 minutes, until nicely browned.
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