Make the pretzel dough:
- Proof the yeast. In a large bowl combine the warm water, yeast and sugar. Let it stand for 10 minutes until the mixture begins to foam.
- Make the dough. Add the salt, melted butter and flour. Stir with a wooden spoon until a ball of dough forms. (You can also use a stand mixer fitted with the paddle attachment.)
- Knead. Turn the dough out onto a floured surface and knead until you have a smooth ball of dough that springs back when pressed gently with your thumb, about 5-6 minutes.
- Rise. Grease a clean, large bowl with 1 teaspoon of olive oil. Add the dough to the bowl, turning to coat it. Cover with a fuzz-free kitchen towel or plastic wrap and set aside to rise in a warm place for 1 hour, until doubled in volume.
Assemble and cook the pretzels.
- Prep cooking liquid. Fill a large pot with water and add the baking soda. Bring to a boil while you assemble your pretzels.
- Preheat oven to 425F. Line two large baking sheets with parchment paper, then set aside.
- Divide the dough. Gently punch down the dough and turn out onto a lightly floured surface. Divide in half, then divide each of those pieces in half again. Continue dividing each piece in half until you have 16 pieces of dough.
- Prep the dough. Gently roll each piece of dough into a ball. Set aside and cover with a damp paper towel or fuzz-free kitchen towel. This will prevent the dough from drying out while you work.
- Roll out the dough. Use your hands to roll out each ball of dough into a 16 inch rope. Use a rolling pin to roll the rope twice vertically, then a few times side to side (width wise) so that it is about 4 inches across.
- Fill and shape the pretzels. You will use one stick of string cheese per pretzel. Divide the string cheese into 3-4 pieces, then line the pieces up along the bottom edge of the dough, going down the dough length wise.
- Roll the rope up jelly-roll style. You’ll have a long rolled rope that’s filled with cheese. Gently pinch along the seal to make sure to is closed. Shape into a pretzel shape by making a U shape, then crossing the ends of the rope over each other.
- Cover. As you finish each pretzel, set aside and cover with a wet piece of paper towel or fuzz-free kitchen towel to prevent them from drying out while you finish shaping the rest of the pretzels.
- Cook the pretzels in the boiling water. Using a slotted metal spoon, place each pretzel into the boiling water for 30 seconds. Only cook one pretzel at a time. Remove from the water with a slotted spoon, letting liquid drip back into the pot, and place on the prepared baking sheet.
- Add egg wash and salt. With a pastry brush, add the egg wash to each pretzel. Then get a small pinch of kosher salt and sprinkle it on top.
- Bake. Place the pretzels in the oven and bake for 15 minutes, until they are golden brown.
- Cool. Let the pretzels cool for 5 minutes before digging in, they will be hot!