In a mixing bowl, combine the warm water and sugar, before gently stirring in the yeast. Allow the mixture to sit undisturbed for 5-10 minutes until it becomes foamy, indicating that the yeast is activated.
In a large mixing bowl, whisk together the all-purpose flour and salt until well combined. Pour in the foamy yeast mixture, then add the shredded cheddar cheese and finely chopped jalapeños. Mix using a wooden spoon until a dough begins to form.
Transfer the dough to a lightly floured surface and knead it for about 5–7 minutes. The dough should become smooth and elastic; if it feels sticky, sprinkle in a little extra flour as needed.
Lightly grease a bowl with oil and place the kneaded dough inside, turning it to coat the top. Cover the bowl with a damp cloth or plastic wrap, and let it rise in a warm environment for about 1 hour, or until it has doubled in size.
Preheat your oven to 425°F (220°C) and line a large baking sheet with parchment paper to prevent sticking.
After the dough has risen, gently punch it down to release the air. Divide it into 10–12 equal portions. Roll each piece into a rope approximately 10 inches long, then twist and shape each rope into a knot, tucking the ends underneath.
In a large pot, bring about 8 cups of water to a gentle simmer. Carefully stir in the baking soda (it will bubble) which adds a beautiful golden color to the pretzels. Drop the pretzel knots in batches into the simmering water, allowing each knot to boil for about 30 seconds. Remove them with a slotted spoon and place them on the prepared baking sheet.
Use a pastry brush to generously coat each pretzel knot with the beaten egg for a shiny finish, then sprinkle with coarse sea salt to taste.
Bake the pretzel knots in the preheated oven for 12–15 minutes or until they are puffed and golden brown.
Allow the pretzel knots to cool on the baking sheet for a few minutes before transferring them to a wire rack or serving plate.
Notes
Serve with a side of creamy cheese dip or mustard for an elegant appetizer display.