In a large bowl, combine the water, yeast and 1 teaspoon sugar. Stir and let sit about 10 minutes. Add oil. Stir to combine.
In a medium bowl, combine flour, cheddar cheese, Asiago cheese and Romano cheese, 2 tablespoons sugar and salt. Using a flat attachment for a stand mixer stir until combined. Mixture will be crumbly. Switch to dough hook and begin kneading. If dough appears to dry. Add a tablespoon of warm water.
Using a stand mixer. Mix dough until smooth and elastic to the touch, about 8 minutes, gradually adding only enough additional flour to keep dough from sticking. Dough should clear sides of the bowl.
Or knead by hand, on a floured surface for approximately 12-15 minutes or until dough is smooth and elastic.
Place in a large greased bowl and invert dough so top is greased. Cover with a greased plastic or a dry towel and let stand in a warm place until doubled in size, about 1 hour. Punch down dough.
Form dough into a ball. Then flatten into a rectangle. Smooth out any large air bubbles. Form into loaf.
Place in a greased 8 1/2 x 4 1/2 inch loaf pan. Cover with towel or greased plastic wrap and let to rise until almost doubled in size, about 45 minutes to 1 hour.
Bake at 350° F until browned and baked through, about 30-35 minutes hour. Remove from pan after about 5 to 10 minutes. Let cool on a wire rack for about 1 hour before slicing.
Notes
I used sharp cheddar, Asiago and Romano cheeses. I'm fairly certain that other similar cheeses like Parmesan or Monterey Jack could be equally substituting with good results.