Combine all the ingredients, except the olive oil, candied orange, and egg, in a stand mixer fitted with a dough hook. Mix and knead for 5 minutes on low speed and then for 10 minutes on high speed. Add the olive oil, then incorporate the candied orange peel while mixing on low speed for 1 minute. Cover the mixer bowl with a cloth and leave the dough to rise for 3 hours at room temperature, folding after 1 hour.
On a floured work counter, divide the dough into six pieces of equal weight (about 350 g/12 oz each) and loosely shape into balls. Cover with a cloth and rest for 30 minutes at room temperature.
Shape the dough pieces into round boules and transfer them to a baking sheet lined with baking (parchment) paper, glaze by brushing with the beaten egg and score with a diamond cross-hatch. Cover with a cloth and prove for 2 hours at room temperature.
Place a baking pan on the lowest oven rack and preheat the oven to 240°C (465°F). Once the oven is hot, pour 50 ml (3½ tbsp/1¾ oz) water into the hot baking pan. Put the loaves and pan of water into the oven and bake for 17 minutes.
Remove the loaves from the oven, brush them with a little olive oil, and leave to cool on a wire rack.