This is Liz Berke’s cheese-bread recipe
Soften yeast in 1/4 C warm water. Combine cheddar, sugar, salt, shortening, hot water; stir to dissolve. Cool to lukewarm. Stir in 2 C flour, mixing well. Add yeast, egg, mix well. Add remaining flour and mustard and cayenne. Combine to a soft dough, knead until smooth. Rise 1.24h.
Punch down, divide, rest 10m. Shape and pan-rise 1.5h. Bake at 375 for 35m.