In a large mixing bowl, combine the flour, salt, sugar, and dry yeast.
Add the lukewarm water and olive oil, then start kneading the dough. Knead by hand or with a dough hook for about 10 minutes until it becomes elastic and smooth.
Grate the cheddar cheese and slice the jalapeno peppers into thin rings. For less heat, remove the seeds.
Knead the grated cheddar cheese and jalapeno slices into the dough, ensuring they are evenly distributed.
Cover the dough with a clean kitchen towel and let it rise in a warm place for about 1 hour, or until doubled in size.
Preheat the oven to 400°F (200°C) and line a baking sheet with parchment paper.
Shape the risen dough into a loaf or smaller rolls, then place them on the baking sheet.
Brush the top of the bread with BBQ sauce and sprinkle with a little more cheddar cheese.
Bake for 25-30 minutes, or until the bread is golden brown and the cheese is melted and bubbly.
Let it cool on a wire rack, then slice and serve!
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