Mix. Combine all ingredients in the bowl of a heavy-duty electric stand mixer fitted with a dough hook. (If using a bread machine, put everything in the bucket and select the dough cycle.). Stir for a minute and evaluate the consistency of the dough. It should form a ball and clear the sides of the bowl. If it is crumbly and not coming together, add a bit more milk. If it is sticking to the bowl, add a bit more flour. (If using a bread machine, skip to step 4.)
Knead. Knead the dough until it is smooth, bouncy, and elastic. To see if the gluten is developed, take a golf ball-sized piece of dough and stretch it out to see if translucent areas form. If these areas are visible, the dough is sufficiently kneaded.
First rise. Shape the dough into a ball and place it into a lightly oiled bowl. Cover with a clean, damp tea towel and place in a slightly warm place to rise. Allow it to double in bulk, about 45 to 60 minutes.
Shape. Shape the dough into a loaf by spreading it out into a rectangle. The short side of the rectangle should be roughly as long as the loaf pan. Tuck the corners in and roll up into a cylinder, then tuck the ends in.
Second rise. Place into a greased loaf pan and lightly cover with oiled plastic wrap. Place the dough in a warm place and allow it to rise until very puffy and the top of the dough has risen 1 inch above the top of the loaf pan. Towards the end of the rising time, preheat the oven to 350℉.
Bake. Remove the plastic wrap and brush the bread with milk. Bake for 40 minutes, until very golden brown. Remove from the loaf pan and cool on a wire rack for at least an hour before slicing. Store leftovers tightly wrapped for up to 2 days.
Notes
A slightly warmed but turned off oven is a great place to have your dough rise. Turn it on for a minute, then turn it off. Make sure you don't preheat it with the dough still inside!