How to Make It
Place warm water, yeast, and sugar in the bowl of a heavy-duty stand mixer fitted with a dough hook attachment; whisk together by hand. Let stand until foamy, about 5 minutes. Add pepper, salt, 2 cups of the flour, and 3 tablespoons of the lard. Beat on medium-low speed until dough comes together in a wet mound, about 3 minutes. Gradually add in remaining 1 1/2 cups flour 1/2 cup at a time, beating until just incorporated after each addition. (Dough should be tacky but not overly sticky, and it should spring back when pressed with a finger.) Transfer dough to a clean work surface. Knead by hand until dough forms a ball, about 1 minute.
Grease a large bowl with olive oil. Place dough ball in bowl; swirl ball around bowl interior so that all dough sides are coated in oil. Cover bowl with plastic wrap or a kitchen towel; let rise in a warm place (about 85°F) until doubled in size, 1 hour to 1 hour, 30 minutes.
Turn out dough onto a clean lightly floured work surface; roll dough to a 17-inch square. Sprinkle Parmesan evenly over dough, then layer capicola and prosciutto slices evenly over Parmesan. Sprinkle evenly with salami and provolone cubes. Carefully roll up dough, jelly-roll style. Place roll, seam side down, on a large baking sheet lined with parchment paper. Moisten outer ends of roll with water, and bring ends together to form a ring; pinch together to seal. Cover with plastic wrap; let rise in a warm place (about 85°F) until doubled in size, 45 minutes to 1 hour. Meanwhile, preheat oven to 375°F.
Melt remaining 2 tablespoons lard in a small microwavable bowl on HIGH until melted, about 1 minute. Uncover dough; brush all over with melted lard. Bake in preheated oven until bread is golden and springs back when gently poked, 30 to 35 minutes. Remove from oven; let bread cool on baking sheet 20 minutes. Transfer bread to a wire rack to cool completely, about 1 hour. If desired, serve with Garlic Butter.
To make Garlic Butter: Microwave 1/2 cup (4 oz.) salted butter, 2 smashed garlic cloves, and a pinch each of kosher salt and black pepper in a medium-size microwavable bowl on HIGH until butter is melted, about 1 minute.