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We really need more information, because there are several things that could be causing this. But heavy dough (bread) usually is a result of poor gluten development. That's why it's usually more of a problem with whole-grain breads than white breads.
My first thought is the flour. You're probably using all-purpose? If so, try switching to bread flour and see how that helps. Because of its higher protein level, bread flour develops a better gluten matrix.
Your kneading, proofing, and shaping methods can all affect the final outcome. If you walk us through them, step by step, we might better be able to focus on your problem.
Let me also recommend you read Peter Reinhart's The Bread Baker's Apprentice. I never really understood bread until reading that book.
My first thought is the flour. You're probably using all-purpose? If so, try switching to bread flour and see how that helps. Because of its higher protein level, bread flour develops a better gluten matrix.
Your kneading, proofing, and shaping methods can all affect the final outcome. If you walk us through them, step by step, we might better be able to focus on your problem.
Let me also recommend you read Peter Reinhart's The Bread Baker's Apprentice. I never really understood bread until reading that book.