In a small bowl, combine warm water, sugar, and yeast. Let sit for 5-7 minutes until frothy.
In a large mixing bowl, combine flour and salt. Add the yeast mixture and olive oil. Mix until a dough forms.
Knead the dough on a lightly floured surface for 8-10 minutes until smooth and elastic.
Place the dough in a lightly oiled bowl, cover with a towel, and let rise for 1 hour or until doubled in size.
Heat a small amount of oil in a skillet over medium heat. Add the cooked tandoori chicken and warm it up.
Stir in caramelized onions, chopped cilantro, yogurt, tandoori masala powder, paprika, salt, and black pepper. Mix well.
Let the mixture cool slightly before adding shredded cheese, if using.
Preheat oven to 375°F (190°C).
Punch down the dough and roll it out into a large rectangle on a floured surface.
Spread the tandoori chicken mixture evenly over the dough, leaving a 1-inch border.
Roll the dough tightly into a log, sealing the edges to keep the filling inside.
Place the rolled bread on a parchment-lined baking sheet, seam side down.
Brush the top of the bread with beaten egg for a golden finish.
Sprinkle sesame seeds or nigella seeds over the top for added flavor and texture.
Bake for 25-30 minutes, or until the bread is golden brown and sounds hollow when tapped.
Allow to cool slightly before slicing.
Slice into thick pieces and enjoy warm. Pair with yogurt dip, mint chutney, or a side salad for a complete meal.