In the bowl of a stand mixer (or a large bowl if mixing by hand), combine warm water, sugar and yeast. Stir gently and let sit 5 minutes until foamy. Add melted butter, salt, and 2 cups of the flour. Mix with dough hook on low speed until incorporated. Gradually add remaining flour, 1/4 cup at a time, mixing until dough forms a soft, slightly sticky but manageable ball (about 3–5 minutes). If dough is too sticky, add up to 2 more tbsp flour.

Knead and Proof

Knead the dough in the mixer on medium speed 3–4 minutes (or by hand on a lightly floured surface 6–8 minutes) until smooth and elastic. Shape into a ball, lightly oil the bowl, return dough, cover with plastic wrap or a damp towel, and let rise in a warm draft-free place until doubled, 45–60 minutes.

Preheat and Prepare Bath

Preheat oven to 425°F (220°C). Line two baking sheets with parchment paper and lightly oil them. In a large wide pot, bring 8 cups of water to a boil and carefully add 10 tbsp of baking soda (it will bubble). Reduce to a gentle simmer.

Form Bites

Turn the risen dough onto a lightly floured surface and divide into 2 equal pieces. Roll each piece into a long rope about 1–1.25 inches in diameter. Using a sharp knife or bench scraper, cut ropes into 1–1.25 inch pieces (bite-sized). Keep pieces slightly rounded by rolling between your hands if desired.

Baking Soda Bath

Working in batches (6–8 pieces at a time), drop pretzel bites into the simmering baking soda bath for 20–30 seconds, flipping once so all sides get coated. Use a slotted spoon to lift bites, let excess water drip back into pot, and transfer to prepared baking sheet, spacing slightly apart. Repeat with remaining bites.

Egg Wash and Salt

Whisk the egg with 1 tsp water to make an egg wash. Lightly brush each pretzel bite with egg wash and sprinkle coarse salt evenly over the tops.

Bake

Bake in the preheated 425°F oven for 12–15 minutes, rotating the pans halfway through, until pretzel bites are deep golden brown. Remove from oven and transfer to a cooling rack for 5 minutes before serving.

Cheese Sauce

Make Roux

While pretzels bake, melt 2 tbsp butter in a small saucepan over medium heat. Add 2 tbsp flour and whisk continuously for 1–2 minutes until a light golden paste forms and raw flour smell cooks off (do not brown).

Add Milk and Thicken

Slowly whisk in 1 cup whole milk, bringing mixture to a gentle simmer. Continue whisking until mixture thickens to a light cream consistency, 2–3 minutes.

Finish Sauce

Reduce heat to low. Add 1.5 cups shredded sharp cheddar and 2 tbsp softened cream cheese, stirring until fully melted and smooth. Stir in 1/2 tsp Dijon, 1/4 tsp Worcestershire sauce, 1/4 tsp salt, 1/8 tsp black pepper and optional 1/8 tsp cayenne. Taste and adjust seasoning. Keep warm on lowest heat, stirring occasionally; if sauce becomes too thick, whisk in up to 2 tbsp additional milk to reach desired pourable consistency.

Mustard Aioli

Whisk together 1/2 cup mayonnaise, 2 tsp Dijon mustard, 1 tsp whole grain (or yellow) mustard, 1 tsp fresh lemon juice, 1 grated garlic clove, 1/2 tsp honey, 1/8 tsp salt and a pinch (1/16 tsp) freshly ground black pepper until smooth. Taste and adjust acidity with more lemon or salt if needed. Refrigerate until ready to serve; allow to come to room temperature 10–15 minutes before serving for best flavor.