- In a large bowl, combine warm water, yeast, and sugar. Let sit for 5 minutes, or until foamy.
Add flour, salt, and melted butter to the yeast mixture. Mix until a dough forms. Knead on a floured surface for about 5 minutes, or until smooth and elastic.
- Place the dough in a greased bowl, cover with a damp cloth, and let rise in a warm place for 1 hour, or until doubled in size.
- Preheat your oven to 425°F (220°C). Line a baking sheet with parchment paper.
- In a large pot, bring 6 cups of water to a boil. Stir in the baking soda until dissolved. Reduce heat to a simmer.
- Punch down the risen dough and divide it into 12 equal pieces. Roll each piece into a 12-inch rope. Place a mozzarella cube in the center of each rope and fold the dough over to seal the cheese inside. Shape into pretzels and pinch the ends to secure.
- Carefully drop each pretzel into the simmering baking soda water for 30 seconds, then remove with a slotted spoon and place on the prepared baking sheet.
- Brush each pretzel with the beaten egg, then sprinkle with Parmesan cheese, rosemary, and coarse sea salt if desired.
- Bake for 12-15 minutes, or until golden brown. Let cool slightly before serving.