- To make the filling: Cook the bacon until crisp, reserving 2 tablespoons of the fat. Drain the strips on absorbent paper until cool, then finely chop and place in a medium bowl.
- Cook the onions in 1 tablespoon of the reserved bacon fat in a heavy skillet set over medium-low heat. Cook, stirring frequently, for 10 to 15 minutes, until the onions are translucent and beginning to brown. Remove from the heat and add the onions to the chopped bacon. Stir in the flour, pepper, and paprika; set aside.
- For the dough: Combine the milk, water, butter, bacon fat, egg, flours, yeast, salt, and onion powder. Mix and knead until the dough is soft and supple; cover and let rise for 1 hour, or until doubled.
- After its first rise, pat the dough into an 8" x 18" rectangle. Brush with some of the beaten egg mixture, and spread with the bacon filling, leaving 1" at the short end uncovered. Roll the bread up from the short end toward the uncovered edge, pinching the seam closed. Place seam-side down in a greased 9" x 5" loaf pan. Cover loosely with greased plastic wrap and let the dough rise until it domes 1" above the rim of the pan. While the dough is rising, preheat the oven to 350°F.
- Brush the top of the risen loaf with the remaining beaten egg mixture. Slash it, and bake for 30 minutes. Tent with foil and bake for an additional 10 to 15 minutes, until the inside of the bread measures 190°F when measured with a digital thermometer.
- Remove the bread from the oven and turn it out onto a rack to cool completely before slicing.