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Grease a mixing bowl with the oil. Place the dough in the greased bowl and turn once. Cover the bowl with plastic wrap and place in a warm, draft free place until the dough doubles in size about 1 1/2 hours.
Remove the dough from the bowl and invert it onto a heavily floured surface. Divide the dough into 2 equal portions. Pat each portion into a large rectangle, about 3/4-inch thick. Roll up the dough, beginning with the short side and stopping after each full turn to press the edge of the roll firmly into the flat sheet of dough to seal. Press with your fingertips. Tuck and roll so that any seams disappear into the dough.
Sprinkle a baking sheet evenly with 2 tablespoons of the cornmeal. Place the loaves on the baking sheet, about 3 inches apart. Sprinkle with the remaining 2 tablespoons cornmeal. Cover the loaves with a cloth and let rise until double in size, about 1 hour.
Preheat the oven to 400 degrees F.
With a sharp knife, make diagonal slashes, about 1-inch apart, on the top of each loaf. With a pastry brush, brush the egg wash evenly over each loaf. Place a cup of hot water in an oven-proof container on the baking sheet with the loaves.
Bake for 45 minutes, or until the bread is golden brown. Remove from the oven and cool on a rack. Slice to serve.