1. To make dough by hand:
Pour warm water into a bowl. The water should be about 110 to 115° F. Add in the yeast and let this sit for about 5 minutes. Add 1 cup of flour, salt, sugar and the olive oil and mix until well blended. Add the rest of the flour and mix well. The dough should turn into a ball. If the dough does not ball up because it's too dry, add water one tablespoon at a time until it does. If your mixture is more like a batter, add flour one tablespoon at a time. Do it in small amounts until dough is right consistency.
Once the dough is balled up, place the ball on a floured board and knead for about a minute. Place the dough in a covered bowl and store in a warm, dry area to rise.
After about 45 minutes the dough should have about doubled in size, punch it down and let it rise for another hour to an hour and a half. During this time, complete the instructions to make the filling (below).
2. Preheat oven to 400°.
3. In a large skillet brown the sausage and drain well.
4. In another skillet, sauté peppers, onions, and mushrooms until cooked through. Add garlic and remove from heat.
5. Roll out dough on a floured surface to a large rectangle, about the size of a baking sheet.
6. Spread sausage and vegetable mix on dough, up to 1 inch from the sides. Top with cheeses. Salt and pepper to taste. Roll to a log. Seal ends by pinching together.
7. Brush egg yolk over top of bread. Cut 3 slits for steam vents in top of loaf.
8. Bake in 400°F oven for 30 to 40 minutes (until loaf is golden brown)
Serve with heated marinara sauce.