In a small bowl, dissolve the yeast and sugar in warm water. Let it sit for about 5 minutes until frothy.
In a large bowl, combine the flour and salt. Make a well in the center and pour in the yeast mixture and vegetable oil.
Mix until a dough forms. Knead on a floured surface for about 5-7 minutes until smooth and elastic.
Cover with a damp cloth and let rise in a warm place for about 1 hour, or until doubled in size.
In a bowl, mix the cheese, chopped herbs, and egg. Season with salt and pepper to taste.
Preheat your oven to 375°F (190°C).
Punch down the risen dough and divide it into two equal parts.
Roll out one portion of the dough into a rectangle on a floured surface.
Spread the filling evenly over the dough, leaving a small border around the edges.
Roll up the dough tightly from one end to the other, sealing the edges.
Place the rolled dough seam-side down on a greased baking sheet. You can shape it into a coil or keep it as a log.
Brush with a little oil or milk.
Bake in the preheated oven for 30-35 minutes, or until golden brown.
Allow to cool slightly before slicing.
Enjoy your meal!