In a small bowl, combine warm water with granulated sugar and active dry yeast. Stir gently and allow to become frothy.

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

Gradually pour the yeast mixture into the flour mixture, stirring until a shaggy dough forms.

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

Place the dough in a lightly oiled bowl, cover, and let it rise for approximately 30 minutes.

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

In a large pot, bring water to a boil and stir in baking soda to create an alkaline bath.

Punch down the dough, divide it into 8 pieces, and roll each into a rope to shape into pretzels.

Boil pretzels in the baking soda bath for about 30 seconds each.

Cut a small opening in each pretzel and fill with shredded cheese.

Brush beaten egg over the pretzels and sprinkle with coarse sea salt.

Bake in preheated oven for 15-20 minutes until golden brown.

Let cool slightly before serving warm with your favorite dipping sauce.