To make the dough, put the bread flour in a large mixing bowl. Add the salt, sugar, yeast, butter, beaten eggs, milk and approximately 25ml/1fl oz warm water. Mix until combined. Add up to another 100ml/3½fl oz warm water, mixing between additions until you have a soft dough.
Lightly flour a work surface and knead the dough for about 10 minutes, or until it is smooth and elastic.
Lightly oil a large bowl and add the dough. Cover with cling film and set aside to prove for about an hour.
For the filling, preheat the oven to 170C/325F/Gas 3.
Put the onion, pepper and butternut squash onto separate baking trays, drizzle with olive oil and roast in the oven for about 15 minutes, or until tender.
Meanwhile, make the pesto. Heat a small, dry frying pan over a low heat. Add the pine nuts and toast until lightly browned. Add the pine nuts and all the remaining pesto ingredients to a food processor and blend until smooth.
To finish the bread, knock back the proved dough by kneading it for 20 seconds, then cut it into two. Wrap half in oiled cling film and set aside.
On a lightly floured work surface, roll the remaining half of dough into a circle with diameter of approximately 30cm/12in. Let the dough rest for about five minutes – it will shrink back. Roll it out again to a diameter of approximately 32cm/13in and place on a large baking tray.
Spread three tablespoons of pesto over the dough and pile the roasted vegetables, feta and walnuts over the top in layers, making the layers slightly deeper in the centre. This will form the base of the bread.
Roll out the remaining dough as in step 8. This will make the top layer.
Brush the edges of the base with a little water and carefully lift the top layer onto the base.
Use a sharp knife to trim the dough into a neat circle (approximately 30cm/12in diameter). Place a small bowl over the filling. Using a sharp knife, cut the dough into 16 equally-sized strips radiating from the bowl. Carefully twist each strip twice and cut the ends into points. Press the end of each strip onto the baking sheet to stop them unravelling while they prove. Set aside to prove for about 30 minutes.
Preheat the oven to 190C/375F/Gas 5.
For the topping, brush the top of the dough with the beaten egg and sprinkle the pine nuts, salt and pepper in the centre. Bake for 20-25 minutes, or until golden-brown. Check after 15 minutes and cover the twists with aluminium foil if they are browning too quickly. Allow to cool before serving.