Lift the bread pan from the machine and fit the blade. Put the dough ingredients in the pan, following the order specified in the manual. Add the garlic with the milk.
Fit the pan into the machine and close the lid. Set to the dough programme.
Heat the oil in a frying pan and gently fry the bacon, fennel and fennel seeds for 10 minutes until softened and golden. Leave to cool.
At the end of the programme turn the dough out on to a floured surface and roll it out to a rectangle, about 38 x 30 cm (15 x 12 inches). Scatter the bacon and fennel mixture over the dough to about 2 cm (¾ inch) from the edges. Sprinkle all but 15 g (½ oz) of the Gruyère on top and season with plenty of pepper.
Loosely roll up the dough, starting from a short side, and place on a large, greased baking sheet with the join underneath. Lift one end and twist the dough to create a corkscrew effect. Repeat at the other end. Cover with oiled clingfilm and leave to rise in a warm place until nearly doubled in size.
Sprinkle the remaining cheese on top and sprinkle with extra seeds. Bake in a preheated oven, 220°C (425°F), Gas Mark 7, for 25 minutes until risen and golden.