Creating Cheese-Stuffed Pretzels is both fun and rewarding. Follow these steps to ensure perfect pretzels every time:

1. Prepare the Dough: In a large bowl, combine flour, instant yeast, salt, and sugar.
2. Add Warm Water: Gradually pour in the warm water while mixing until a dough forms. Knead the dough for about 5-7 minutes until smooth and elastic.
3. Let the Dough Rise: Place the dough in a greased bowl, cover with a damp cloth, and let it rise for about 1 hour in a warm place, or until doubled in size.
4. Preheat the Oven: Preheat your oven to 425°F (220°C).
5. Prepare the Boiling Solution: In a large pot, bring 8 cups of water and the baking soda to a boil.
6. Shape the Pretzels: Punch down the risen dough and divide it into 12 equal pieces. Roll each piece into a long rope and shape it into a pretzel, leaving a small opening in the center to add the cheese.
7. Stuff with Cheese: Place a small amount of shredded cheese on the pretzel and fold the dough around it, securing the cheese inside. Ensure the cheese is fully enclosed.
8. Boil the Pretzels: Carefully drop each pretzel into the boiling baking soda solution for about 30 seconds. Remove with a slotted spoon and place on parchment-lined baking sheets.
9. Egg Wash: Beat the egg and brush it over each pretzel. Sprinkle with coarse sea salt for added flavor.
10. Bake: Bake in the preheated oven for 20-25 minutes or until golden brown.
11. Cool and Serve: Allow pretzels to cool slightly before serving. Enjoy warm for the best taste.