Dissolve yeast in 1/2 cup warm water with the sugar. Let sit until frothy.
Place the flour in a large mixing bowl and make a well in the centre. Add the yeast, oil and beaten egg. Mix with a wooden spoon and add milk as needed to make a smooth dough (you may not need it all).
Transfer to a floured work surface. Add the salt and knead vigourously for 8-10 minutes or until smooth and elastic. If the dough is still too stiff, add more milk. Lightly oil a clean bowl and add the dough, turning to coat with oil so it doesn't dry out. Cover with a damp cloth and let rise in a warm place 2 hours or until doubled.
Meanwhile, prepare the filling. Fry the shallot in the oil then stir in the artichoke hearts. Add salt, pepper and wine and raise the heat. As soon as the wine has evaporated, reduced heat and gently cook the artichokes for 15-20 minutes or until soft. Let cool.
In a mixing bowl, combine the artichokes with the mozzarella, egg white and Parmesan. Season with salt, pepper and dill and mix well.
Divide the dough into three parts. With your hands (do not use a rolling pin), shape each piece into a rectangle 10cm x 30cm. Lay the artichoke filling down the middle and fold up opposite edges to make a filled sausage of dough. Lay seam-side down and loosely braid the three sausages. Place on a baking tray lined with baking paper and let rise in the oven with the pilot light on 1 hour.
Remove bread from oven and preheat oven to 200 degrees C. In a small bowl beat the remaining yolk with 2 tablespoons milk and mix well. Brush the bread with the egg wash the bake in the preheated oven 20-30 minutes or until golden.
Let cool completely before serving, and keep in an airtight container.