Let’s dive into the process of making these mouthwatering pretzels:

1. In a large bowl, combine the warm water and sugar. Sprinkle the yeast on top and let it sit for about 5 minutes until it becomes frothy.
2. Stir in the melted butter, salt, and flour until a dough forms. Knead the dough on a floured surface for about 5 minutes, until it’s smooth and elastic.
3. Place the dough in a lightly greased bowl, cover it, and let it rise for about an hour in a warm area, or until it doubles in size.
4. Preheat your oven to 450°F and line two baking sheets with parchment paper.
5. Divide the dough into 8 equal pieces. Roll each piece into a rope, flatten it slightly, and place a line of mozzarella cheese down the center. Fold the dough over the cheese and seal the edges tightly.
6. Bring 10 cups of water and the baking soda to a boil in a large pot. Gently place each pretzel into the boiling water for about 30 seconds, then remove with a slotted spoon and place on the prepared baking sheets.
7. Brush each pretzel with the beaten egg and sprinkle with coarse sea salt.
8. Bake for 12-15 minutes, or until the pretzels are golden brown. Let them cool slightly before serving.