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

In a large mixing bowl, whisk together all-purpose flour and kosher salt until well combined.

Slowly pour the yeast mixture into the dry ingredients while stirring until a cohesive dough forms.

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

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

Preheat the oven to 425°F and prepare a baking sheet with parchment paper.

In a large pot, bring water to a boil and add baking soda. Stir to dissolve carefully.

Punch down the risen dough and divide into 12 equal pieces. Roll each piece into a long rope and shape into pretzels.

Boil each pretzel in the baking soda solution for 30 seconds, then place them on the prepared baking sheet.

Slice a small slit on each pretzel and stuff with shredded cheese.

Whisk the egg and brush each pretzel with the egg wash. Sprinkle with coarse sea salt.

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

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