Since then I've made several batches of bread with leftover whey, either from goat's milk or cow's milk, and I've had great results every time.
The main thing to remember, I've learned, is that if you're going to make bread with whey, it needs to be whey from cheeses made with a bacterial culture, not an acid. That's right - not all whey is the same.
For a great breakdown of the differences between acid and sweet whey, and a list of different uses for them, check out this post from New England Cheesemaking Supply Company's blog.
I haven't done anything special when using whey in my bread recipes - I just sub in whey for whatever liquid is called for.
One thing mentioned in the NE Cheesemaking Supply Company blog post I link to above is that bread made with whey might rise a little faster than bread just made with water or milk. I'll go along with that. I was making whey bread when this little bit of entertainment occurred.
Nothing terrible came of it, though. I just scraped all the dough back into the bowl, continued adding flour, divided it, let it rise, and so on, and the bread and rolls came out just fine.
I dusted the tops (okay, more than dusted...maybe blizzarded is a better term) with flour, partly so the towels I covered them with with during the final rise wouldn't stick, and partly just because I thought it would look pretty.
Maybe next time around I'll make ricotta from the whey after a batch of cheddar. I think I've reached a point where I'm a bit more comfortable with the long process and won't mind making more cheese while the curds from the first batch cook gently in a pot in a sinkful of hot water.