Sprinkle the yeast over the warm water, add the sugar then stir until both are dissolved. Leave to bubble up in a warm place for about 10 minutes.
Meanwhile, mix together the flours and salt in a large bowl and warm the milk. When the yeast mixture has bubbled slightly, add it along with the milk and egg to the flours. Mix well, finishing off by hand.
Transfer the mixture to a lightly floured surface and knead for around 5 minutes until it feels less sticky. Lightly oil a bowl and put the dough in the bowl, cover and leave to rise in a draft-free place for around 1 ½ hours, a little longer if possible.
While the dough is rising, mince up the peppers and remove any excess liquid. Wilt the spinach by pouring boiling water over it then draining. Finely chop it and then add the parmesan and chop both together to mix them.
After the dough has risen and roughly doubled, divide the dough in half. You need half for this twisted bread. You can either make another of with the rest or use for pizzas, breadsticks or a regular loaf, as you prefer.
Divide the half for this twisted bread into three and roll each into a circle. Lay one circle on a cookie sheet or parchment. Top it with the chopped peppers. If you are a bit short, spread more to the side and top and leave the middle bottom without (where the body will be). Lay another piece of dough on top, by laying from one side. Try to avoid getting air in between. Top this layer with the spinach mixture then put the final dough circle on top.
Make cuts around the circle as in the picture above, starting with wide cuts at the top and in a couple places to the side, then adding additional cuts in between. Turn the cookie sheet/parchment as needed to make it easier to cut.
Carefully twist each section, alternating the direction you twist. Twist each one about three times. Make a little notch to make 'feet' at the bottom then use the piece of dough you have cut out to make little eyes and a beak.
Allow the bread to rise for another 20 minutes or so before preheating the oven to 400F/200C.
Once it has had at least 30 minutes to rise, carefully transfer the cookie sheet/parchment to a baking sheet/tray then bake the loaf for approx 15-18 minutes until gently browned. Be careful as you move to a serving board/plate. Best enjoyed warm.