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Grease a large rimmed baking sheet; set aside. In a large skillet, cook bacon until crisp. Remove bacon, reserving drippings in pan. Drain bacon on paper towels; crumble and set aside. Cook onions in bacon drippings over medium heat for 5 minutes or until tender. Carefully stir in vinegar. Simmer, uncovered, over medium-low heat for 1 to 2 minutes or until most of the liquid has evaporated. Remove from heat. Stir in Parmesan and pepper. Cool completely.
Meanwhile, on a lightly floured surface, roll each loaf of bread dough into a 16-by-10-inch rectangle. Spread onion mixture over the white dough rectangle; sprinkle with bacon. Top with the wheat dough rectangle. Roll up the rectangles together, starting from a long side. Seal seam. Slice the roll crosswise into 16 pieces. Place the pieces, cut-sides down, on the prepared pan.
Cover loosely and let rise in a warm place until nearly double (about 45 minutes). Preheat oven to 375°F. In a small bowl, beat together egg yolk and milk. Brush the dough with the egg mixture.
Bake for about 25 minutes or until the roll tops are light brown. Remove from the oven; invert onto a wire rack. Cool slightly. Invert again onto a serving platter. Serve warm.