In a large bowl or the bowl of a stand mixer with a dough hook attachment, add the yeast, warm water, sugar, and olive oil. Let sit for a few minutes to dissolve until slightly foamy.
Add in the salt and bread flour and mix until a dough forms. If using a stand mixer: Knead the dough on high until it is coming off of the sides of the bowl. It should bounce back when gently pressed in. If kneading by hand: Turn the dough out onto a clean, lightly floured surface. Lightly coat your hands with flour to prevent the dough from sticking. Knead by hand until the dough bounces back when gently pressed in.
Form the dough into a ball and place in a bowl greased with olive oil. Cover with plastic wrap or a kitchen towel and allow to rise until doubled in size, about 1 hour.
Divide the dough in half and on a lightly floured surface use a rolling pin to roll each half out into an 8 x 17" rectangle. Use your hands to roll up each rectangle tightly into a long and skinny loaf. Crimp the edges to seal.
Place each loaf onto a baking pan lined with parchment paper, cover with a kitchen towel, and let rest for 30-45 minutes.
Score the bread: Use a very sharp to cut several diagonal slits in the bread, going ¼" deep.
Egg wash: Use a pastry brush to brush each loaf with a beaten egg.
Bake: Preheat oven to 400°F and bake the loaves for 17-20 minutes, until the outside is hardened and golden brown.
Keep bread covered at room temperature and enjoy within 1-2 days.