Process in bread machine on dough cycle. When dough cycle completes, remove dough from machine and roll out thinly on a lightly floured surface to make a rectangle.
Sprinkle with grated cheese, onion, and jalapeno pepper. Roll up jelly-roll style, place in a greased and floured loaf pan and bake at 350F degrees, about 45 minutes or until crust is golden and bottom of loaf sounds hollow when tapped.