Prepare the Yeast Mixture: In a large mixing bowl, combine 1 cup of warm water (110°F), 2 tsp active dry yeast, and 2 tbsp sugar. Stir gently and let it sit for about 5 minutes, or until it becomes bubbly and frothy. This indicates that the yeast is activated.
Form the Dough: Once the yeast mixture is frothy, add 3 cups of all-purpose flour and 1 tsp salt. Mix until a dough begins to form. It should pull away from the sides of the bowl but still be slightly sticky.
Knead the Dough: Transfer the dough to a floured surface. Knead for about 5 minutes until the dough is smooth and elastic. Form it into a ball and place it in a greased bowl. Cover with a damp cloth and let it rise for 1 hour in a warm location, or until it doubles in size.
Preheat Oven and Prepare Baking Sheet: Preheat your oven to 450°F (232°C) and line a baking sheet with parchment paper to prevent sticking.
Shape the Pretzels: After the dough has risen, punch it down and divide it into 8 equal pieces. Roll each piece into a long rope, about 12 inches in length. Place 1 cup of shredded cheese (cheddar or mozzarella) in the center of each rope, fold it over, and pinch the edges to seal the cheese inside.
Boil the Pretzels: In a large pot, bring 5 cups of water to a boil and add 1/4 cup of baking soda. Carefully dip each pretzel in the boiling water for 30 seconds. This step is crucial for achieving that characteristic pretzel texture!
Prepare for Baking: Remove the pretzels from the boiling water and place them on the prepared baking sheet. Brush each pretzel with 1 beaten egg to give a beautiful finish. Lastly, sprinkle some coarse salt on top.
Bake: Bake in the preheated oven for 12-15 minutes, or until they are golden brown. Keep an eye on them to avoid overbaking.
Cool and Serve: Once baked, remove the pretzels from the oven and let them cool slightly on a wire rack. They are best served warm!