Combine beer and margarine in a small saucepan; place over medium-low heat until very warm (120° to 130°).
Combine 1 1/2 cups flour and next 5 ingredients (1 1/2 cups flour through yeast) in a large bowl. Add beer mixture and egg; beat at medium speed of a mixer 2 minutes or until smooth. Stir in cheese and 1 1/2 cups flour to form a soft dough.
Turn dough out onto a lightly floured surface. Knead dough until smooth and elastic (about 8 minutes); add enough of remaining flour, 1 tablespoon at a time, to prevent dough from sticking to hands. Place in a large bowl coated with cooking spray, turning to coat top. Cover and let rise in a warm place (85°), free from drafts, 1 hour or until doubled in bulk.
Punch dough down; cover and let rest 10 minutes. Place in a 1-quart soufflé dish coated with cooking spray. Cover and let rise 40 minutes or until doubled in bulk. Preheat oven to 375°; bake loaf at 375° for 20 minutes. Cover loosely with foil; bake an additional 20 minutes or until loaf sounds hollow when tapped. Remove loaf from dish; let cool on a wire rack.