Lift the bread pan out of the machine and fit the blade. Put the dough ingredients in the pan, following the order specified in the manual. Add the herbs and cheese with the milk.
Fit the pan into the machine and close the lid. Set to the dough programme.
At the end of the programme turn the dough out on to a floured surface and roll it out to a 28 cm (11 inch) square. Spread with the tomato paste and scatter with the roasted vegetables. Drizzle with the oil and a little salt and pepper.
Roll up the dough so the filling is enclosed and cut it into 10 thick slices. Arrange the slices in a staggered line on a large, greased baking sheet, resting each slice against the one behind so the filling is revealed. Cover with oiled clingfilm and leave to rise in a warm place for about 40 minutes or until almost doubled in size.
Brush the dough with milk and sprinkle with cheese. Bake in a preheated oven, 200°C (400°F), Gas Mark 6, for 25 minutes until risen and golden. Serve warm, broken into slices.