In a large bowl, combine warm water, sugar, and yeast. Let it sit for 5 minutes until foamy.

Add salt, melted butter, and flour gradually. Mix until a soft dough forms. Knead on a floured surface for 5–7 minutes until smooth.

Place the dough in a greased bowl, cover, and let rise in a warm place for about 1 hour or until doubled in size.

Preheat oven to 425°F (220°C). Line baking sheets with parchment paper.

Divide dough into 12 equal pieces. Flatten each piece into a rectangle, place a cheese stick in the center, and roll it tightly to seal the cheese inside. Shape into pretzels or logs.

In a pot, bring 6 cups of water to a boil and add the baking soda. Carefully dip each pretzel into the boiling water for 30 seconds, then remove and place on the prepared baking sheet.

Brush each pretzel with beaten egg and sprinkle with coarse salt.

Bake for 12–15 minutes or until golden brown and cheese is slightly oozing.