Heat up the milk and water, either in the microwave or in a saucepan, until it is "fingervarm" (finger warm), meaning it should feel warm to the touch but not hot. You don’t want to kill the yeast! Add the yeast and sugar and stir to dissolve. Let it rest 5-10 minutes until it begins to froth and bubble a little bit. (If your yeast doesn’t do anything, it may be expired. Check the expiration date on the package and start over with new yeast!)
Add the salt and flour to a large mixing bowl or the bowl of a stand mixer. Add the melted butter, and the water/milk/sugar/yeast mixture.
Knead for 8-10 minutes until smooth and elastic. Note: you may have to add a little more water or a little more flour if your dough is either too dry or too sticky. Adjust until the dough releases from the edges of the bowl and there are no dry bits at the bottom of the bowl!
Prepare your fillings by grating the cheese and chopping the ham and chives.
Add to the stand mixer or the bowl and knead until the fillings are evenly distributed, only about a minute or so.
Leave to rise in a warm place for ~45 minutes to an hour or until doubled in size.
Prepare a loaf tin by oiling the bottom and/or adding a sheet of parchment paper across the long edge of the tin, so that the paper hangs over the edge for easy removal!
Once it has doubled in size, remove the dough from the bowl onto a clean work surface. Press the dough into a rough rectangle, no wider than the length of your loaf pan.
Roll up the dough tightly (along the short edge of the rectangle) until you have a log.
Pinch together the seam at the bottom of the dough log. Now place the seam on your work surface and gently roll the dough log in circles to create tension and help close the seam.
Place the dough log into the prepare loaf tin.
Cover the dough and allow to rise for another 45 minutes in a warm place until doubled in size. In the meantime, preheat the oven to 350 F (176 C).
Once the loaf has risen, remove the cover and brush the top with milk.
Bake for around 30 minutes or until evenly golden brown; you can also tap the loaf and if it sounds hollow, it should be baked all the way through!
Let the loaf cool for at least 30 minutes before slicing. Enjoy!