If milk is a known stimulus to my asthma. Should I eat food with milk cooked in it like bread?

Risky... If you have a true milk allergy (not just lactose intolerance) or milk triggers your asthma through another (nonallergic) mechanism i would not ingest it in any form.
Depends. Some folks are more sensitive than others to the amount of material in an exposure that may trigger an attack. The safest course is to avoid any exposures, but you check with your doctor.
Possibly. The most recent studies conduct at mt siani medical center have shown that 80% of patients with milk allergy can tolerate foods with milk baked in and only the most sensitive 20% should avoid these foods. These are the patients that are less likely to outgrow milk allergy.