Step 1

Preheat the oven to 400 degrees F. Line a baking sheet with parchment.

Step 2

Roll the dough into a 20-by-14-inch rectangle on a lightly floured work surface. Working from the shorter end of the dough, scatter the Cheddar evenly over half of the dough, leaving a 1-inch border on the sides. Arrange the pulled pork evenly over the Cheddar, then spoon 1 cup barbecue sauce over the pork. Working from the short side with the filling, tightly roll the dough up, jelly roll-style into a log. Pinch the open seams together to seal shut, then tuck them underneath the log.

Step 3

Transfer the log to the prepared baking sheet and brush with the egg wash. Bake until the bread is golden brown, 35 to 40 minutes.

Step 4

Let the bread cool for 10 minutes. Halve the bread lengthwise, then cut each half crosswise into 4 equal pieces and serve warm with the remaining cup barbecue sauce on the side, along with pickles and coleslaw.

Step 5

Combine the ketchup, sugar, whiskey, chili powder, mustard powder, onion powder, vinegar, Worcestershire, garlic powder, coriander, cayenne, 1 teaspoon salt, 1 teaspoon pepper and 1 cup water in a small saucepan over medium heat and bring to a simmer. Cook the barbecue sauce, stirring, until the sugar dissolves and the sauce thickens, 3 to 4 minutes. Remove the pan from the heat and let the sauce cool completely.