In a mixing bowl, combine warm water, granulated sugar, and active dry yeast. Stir gently and let sit for about 5 minutes until frothy.

In a separate bowl, whisk together all-purpose flour and kosher salt.

Gradually pour the flour mixture into the yeast mixture, stirring continuously until a shaggy dough begins to form.

Knead the dough for 5–7 minutes until smooth and elastic.

Place kneaded dough in a greased bowl, cover, and let rise for about 30 minutes.

Preheat your oven to 425°F (220°C) and line a baking sheet with parchment paper.

In a large pot, bring water to a boil and carefully stir in baking soda.

Punch down risen dough, divide into 8 equal pieces, roll each into a long rope, and shape into pretzels.

Boil each pretzel for approximately 30 seconds in the soda bath.

Make a small slit in each pretzel and stuff with shredded cheese.

Beat the egg and brush over pretzels. Sprinkle with coarse sea salt.

Bake pretzels for 15–20 minutes until deeply golden brown.

Remove from oven and cool slightly on a wire rack before serving.