Dissolve Yeast: In a mixing bowl, combine warm water, granulated sugar, and active dry yeast. Let sit for 5 minutes until frothy.

Mix Dry Ingredients: Whisk together all-purpose flour and kosher salt in a separate bowl.

Combine Mixtures: Gradually add the dry mixture to yeast mixture, stirring until a soft dough forms.

Knead Dough: Turn dough onto a floured surface and knead for 5-7 minutes until smooth and elastic.

Let Rise: Place dough in oiled bowl, cover, and let rise in a warm place for 30 minutes.

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

Prepare Baking Soda Bath: In a saucepan, bring 10 cups of water to a boil, then add baking soda.

Shape Pretzels: Punch down dough, divide into portions, roll into ropes, and shape into pretzels.

Boil Pretzels: Boil each pretzel in the baking soda bath for 30 seconds, then remove and let drip.

Add Cheese: Make an incision in each boiled pretzel and stuff with shredded cheese.

Egg Wash and Salt: Brush each pretzel with beaten egg and sprinkle with coarse sea salt.

Bake: Place pretzels in the oven and bake for 15-20 minutes until golden brown.

Cool and Serve: Allow to cool for a few minutes on a wire rack before serving.