In a large skillet cook sausage and onion over medium-high heat until meat is brown, using a wooden spoon to break up meat as it cooks. Drain off fat. Cover and chill sausage mixture until needed.
In a large mixing bowl, stir together 1 1/4 cups of the flour, the yeast, and Italian seasoning. In a medium saucepan heat and stir milk, butter, sugar, and salt just until warm (120 degrees F to 130 degrees F) and butter almost melts. Add milk mixture to flour mixture; add egg. Beat with an electric mixer on low to medium speed for 30 seconds, scraping sides of bowl constantly. Beat on high speed for 3 minutes. Using a wooden spoon, stir in as much of the remaining flour as you can.
Turn dough out onto a lightly floured surface. Knead in enough of the remaining flour to make a moderately stiff dough that is smooth and elastic (6 to 8 minutes total). Shape dough into a ball. Place in a lightly greased bowl, turning once to grease surface of dough. Cover and let rise in a warm place until double in size. (about 1 hour).
Punch dough down. Turn out onto a lightly floured surface. Divide dough in thirds. Cover and let rest for 10 minutes. Meanwhile, preheat oven to 350 degrees F. Line two 9x5x3-inch loaf pans with parchment paper; set aside. In a medium bowl combine sausage mixture, fontina cheese, mozzarella cheese, and Parmesan cheese. Set aside.
Roll each portion of dough into a 30-inch-long rope. Cut ropes into 1-inch pieces. Divide one-third of the pieces between the prepared loaf pans. Divide one-third of the cheese mixture between pans. Repeat layers two more times.
Bake for 35 to 40 minutes or until golden. Cool in pans on wire racks for 5 minutes. Remove loaves from pans; peel off parchment paper. Serve warm with pesto.
Freezer Instructions: Before baking, place prepared loaf in freezer. When frozen solid, you can remove the bread mass using the parchment the pan is lined in. Wrap well in plastic and/or foil and seal in a zip top bag. When ready to bake, unwrap and return parchment lined bread to pan. Let sit at room temp for 3-5 hours, until thawed and then bake as directed.