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

In a separate bowl, whisk together all-purpose flour and kosher salt until there are no lumps.

Slowly pour the yeast mixture into the dry ingredients, stirring with a wooden spoon until a shaggy dough forms.

Turn the dough onto a lightly floured surface and knead for 5-7 minutes until smooth and elastic.

Place the kneaded dough in a greased bowl, cover it and let rise in a warm place 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 gradually add baking soda, being cautious of bubbling.

Punch down the dough, divide into 10 pieces, roll into ropes and shape into pretzels.

Boil each pretzel in the baking soda bath for 30 seconds, then place back on the baking sheet.

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

Beat egg with water and brush the mixture on the pretzels, then sprinkle with coarse sea salt.

Bake the pretzels for 15-20 minutes until golden brown.

Allow pretzels to cool on a wire rack for a few minutes before serving warm.