In a large mixing bowl, whisk together the warm water, sugar, and active dry yeast. Let the mixture sit for about 5-10 minutes until it becomes frothy.

Add the salt, all-purpose flour, and melted butter to the foamy yeast mixture. Mix until a shaggy dough begins to form.

Transfer the dough onto a lightly floured surface. Knead for about 8-10 minutes until smooth and elastic.

Lightly grease a bowl and place your kneaded dough inside. Cover and let it rise in a warm spot for 1 hour or until it doubles in size.

Punch down the dough and divide it into 24 equal-sized pieces. Roll each piece into a ball and flatten it to prepare for the cheese filling.

Place a cube of cheddar cheese in the center of each flattened dough ball. Pinch the edges to seal the cheese inside.

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

In a large pot, bring 8 cups of water to a rolling boil. Stir in the baking soda. Drop 3-4 pretzel bites into the boiling water for 30 seconds, turning them once.

Using a slotted spoon, remove the pretzel bites from the boiling water and arrange them on the prepared baking sheets.

Brush each pretzel bite with the beaten egg, then sprinkle coarse sea salt on top.

Bake for 12-15 minutes, or until deeply golden brown and puffed.

If desired, brush the baked pretzel bites with melted butter before serving warm.