Step 1: Make the dough
In a large mixing bowl, combine warm water, sugar, and yeast. Let sit for about 5 minutes until frothy. Add flour and salt, and mix until a soft dough forms.

Step 2: Knead and rise
Turn the dough onto a lightly floured surface and knead for about 5 minutes until smooth and elastic. Place in a greased bowl, cover with a clean towel, and let rise in a warm spot for about 1 hour or until doubled in size.

Step 3: Prepare the cheese filling
While the dough is rising, prepare your cheese filling by shredding your choice of cheddar or mozzarella. Set aside.

Step 4: Shape and stuff the pretzels
Punch down the risen dough and divide it into 8 equal pieces. Roll each piece into a rope, flatten slightly, and place about 2 tablespoons of cheese along the center. Pinch the dough around the cheese to seal, then form into a pretzel shape. Repeat with remaining pieces.

Step 5: Prepare the baking soda bath
In a large pot, bring about 8 cups of water to a boil. Add baking soda and reduce heat to a simmer.

Step 6: Boil the pretzels
Carefully drop each stuffed pretzel into the baking soda bath for about 30 seconds. Remove with a slotted spoon and place on a parchment-lined baking sheet.

Step 7: Egg wash and salt
Brush each pretzel with beaten egg and sprinkle with coarse salt.

Step 8: Bake to golden perfection
Preheat the oven to 400°F (200°C). Bake the pretzels for 12–15 minutes or until golden brown and cooked through.

Step 9: Serve warm
Remove from the oven and let cool slightly before serving. Enjoy with your favorite dipping sauce!