I thought the word "brag" means to be arrogant to someone. Then, does the "brag" in this context has a negative nuance?
Answer from a Native speaker
"Brag" does sometimes have a negative nuance! But it can also be used in a positive or jest-full manner. If one brags arrogantly, it's usually because they're trying to make a point that they're better than somebody else, but here, they're bragging in a way that highlights their skill and love for making pizza. So it's more positive than negative here. It also has a slight nuance that this "brag" has not been proven factually. Ex: I won three more trophies than you did. => arrogant Ex: The store owner bragged that they won the local pie-making contest last year, so I bought one. => positive EX: Not to brag, but I'm going on a date tonight. => jest-full manner