Dissolve 2 packages yeast in 1/2 cup warm water. Mix milk, sugar, salt and shortening well. Add yeast. Add half the flour and mix well. Add the remaining flour a little at a time, mixing well after each addition. Add peppers, pimento, onions, cheese and pecans. Work in only enough flour to make handling easy. Knead until smooth. Place in a clean greased bowl. Let rise until double in bulk. Knead again for about 5 minutes. Divide dough into two equal parts. Shape into a loaf. Place in well-greased loaf pan. Bake at 350 degrees F for about 20-25 minutes, until nicely brown. Remove from oven and grease loaves with margarine. Delicious with barbecued meats or any kind of sandwiches.