Dissolve the yeast in the lukewarm water together with 1 tbsp of the sugar. Set it aside to activate.
In the meantime, put the remaining sugar, flour, salt and lard in the bowl of an electric mixer fitted with a dough hook. Once the yeast and water mixture has become frothy, add it to the bowl. Knead well until you obtain a smooth and pliable dough.
Let it rise in a warm place for 1 hour or until it doubles in size.
Roll the dough in a 1.5 cm – ½ inch thick rectangle. Mark the rectangle into three equal sections.
Fill the centre section with some chopped ham, followed by the chopped bocconcini and béchamel sauce (if using). The quantities are up to you, fill it as much as you can but remember it needs to be closed!
Now make diagonal cuts at a 45 degree angle from the top corner of the dough to the filling on each side, each 2.5 cm – 1 inch apart.
Fold the dough strips over diagonally, starting from the top-left then top-right. Make sure the strips overlap to make a plait. Tuck the last strips under the loaf to seal it.
Transfer to a baking sheet lined with baking paper. Brush with beaten egg and sprinkle the top with sesame seeds.
Bake in a preheated oven at 180°C – 355°F for 40 minutes. Transfer to a wire rack and allow to cool completely before slicing it.