I am looking for a receipe that uses whey, olive oil, yeast, salt, water and sugar that can be used for cinnamon rolls, hoagies and pizza dough.
I use whey in bread when I have it from making ricotta or mozzarella. I just substitute it for the water or milk called for. If you type in whey effects in the search box over on the left, you'll find a bunch of postings here about how whey might effect your bread. Since I'm using whey from making acid-based cheeses (usually lemon and/or citric acid powder), my whey adds a bit of welcome tang to yeast breads.
I started a new sourdough starter with whey, a touch of yeast and flour. Within a thirty minutes I had bubbles and growth. I left it all night in a warm place. I fed it the following morning removing 1/2 cup of the starter which I used to bake a small loaf of bread. I had a wonderful loaf of bread with good texture and a crisp crust. If I repeat today I will try and post a picture. Baking bread is much like a science experiment, try it and see how it bakes.