In a little lukewarm milk, dissolve the yeast with a teaspoon of sugar. Let it sit for about 5-10 minutes until foamy.
In a large bowl, combine the flour, salt, sugar, and spices. Add the egg, melted butter, and the activated yeast mixture.
Gradually add the remaining lukewarm milk and start kneading. Once the dough is elastic and smooth, cover it with a kitchen towel and let it rise for 45 minutes.
Roll out the risen dough to a thickness of about 1/4 inch (0.5 cm). Cut into long strips, then wrap around a Chimney Cake rolling pin (or a paper towel roll covered in aluminum foil).
Brush the wrapped dough lightly with melted butter, then wrap thin slices of ham around it, slightly overlapping the slices.
Sprinkle generously with grated cheese, ensuring the entire Chimney Cake is evenly coated.
Preheat the oven to 390°F (200°C) without convection. Bake until golden brown, about 12-15 minutes, rotating frequently to ensure the ham and cheese cook evenly.
Once the Chimney Cake is baked, sprinkle with a pinch of extra cheese and black pepper while it’s still hot for a more intense flavor.
Let it cool slightly, then serve fresh while the cheese is still crispy.
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