1. To make the dough: Combine all of the dough ingredients and mix and knead — by hand, mixer, or bread machine — to make a soft, smooth dough.
2. Place the dough in a lightly greased bowl, cover, and let it rise for 60 minutes, until nearly doubled in bulk.
3. Divide dough into four equal pieces. Shape each piece into a ball, cover and allow to rest 15 minutes.
4. On a lightly greased or floured work surface, roll one piece of dough into a 10" circle. Place the circle on a piece of parchment, brush a thin coat of beaten egg on the surface, then spread with 1/3 of each of the filling ingredients: pesto, caramelized onions, walnuts, goat cheese, prosciutto (leaving 1/4" of bare dough around the perimeter).
5. Roll out a second circle the same size as the first, and place it on top of the filling-covered circle. Repeat the layering process — pesto, onions, walnuts, goat cheese, prosciutto, dough circle. Repeat layering a third time, topping with a dough circle — leaving the top circle bare.
6. Place a 2 1/2" to 3" round cutter in the center of the dough circle as a guide. With a bench knife or sharp knife, cut the circle into 16 equal strips, from the cutter to the edge, through all the layers.
7. Using two hands, pick up two adjacent strips and twist them away from each other twice so that the top side is facing up again. Repeat with the remaining strips of dough so that you end up with eight pairs of strips.
8. Pinch the pairs of strips together to create a star-like shape with eight points. Remove the cutter.
9. Transfer the star on the parchment to a baking sheet. Cover the star and let it rise until it becomes noticeably puffy, about 45 minutes.
10. While the star is rising, preheat the oven to 400°F.
11. Brush the star with a thin coat of the beaten egg. Sprinkle with sesame or poppy seeds (optional). Bake it for 12 to 15 minutes, until it's nicely golden; the center should register 200°F on a digital thermometer.
12. Remove the loaf from the oven and allow it to cool for about 10 minutes before serving. Serve warm or at room temperature.
13. Store any leftover bread, well wrapped in plastic, at room temperature for several days. Freeze for longer storage.

For the Arugula Pesto

1. Turn on a food processor fitted with the steel blade, and drop in the garlic cloves. When they are chopped and adhering to the sides, stop the machine, scrape down the sides of the bowl and add the walnuts. Turn on the machine, and process until they are finely ground. Scrape down the bowl again, and add the arugula and the salt. Pulse until the arugula is finely chopped, then turn on the machine and run while you slowly drizzle in the olive oil. When the mixture is smooth, stop the machine, scrape down the sides and process for another 30 seconds or so. Scrape out into the bowl of a mortar and pestle. Grind the mixture with the pestle for a smoother texture. Work in the cheese and combine well.