Activate the Yeast:
In a large mixing bowl, combine warm water, sugar, and yeast. Let it sit for about 5 minutes until the mixture becomes frothy.

Make the Dough:
Add the flour and salt to the yeast mixture. Mix until a dough forms. Knead the dough on a floured surface for about 5-7 minutes until it is smooth and elastic.

First Rise:
Place the dough in a greased bowl, cover with a damp cloth, and let it rise in a warm spot for about 1 hour, or until doubled in size.

Prepare the Cheese Filling:
In a bowl, mix together the mozzarella, cheddar, and cream cheese until smooth. You can also add garlic powder and dried herbs for extra flavor, if desired.

Shape the Pretzel Bites:
Preheat your oven to 425°F (220°C). Once the dough has risen, punch it down and divide it into 16 equal pieces. Flatten each piece into a small disk, place about 1 tablespoon of the cheese filling in the center, and fold the dough around the filling, sealing it tightly. Roll it into a ball.

Prepare Baking Soda Bath:
In a large pot, bring 10 cups of water to a gentle boil and add the baking soda. Carefully drop the stuffed pretzel bites into the boiling water, no more than 4 or 5 at a time, and boil for about 30 seconds. Remove with a slotted spoon and place on a parchment-lined baking sheet.

Egg Wash:
Brush each pretzel bite with the beaten egg and sprinkle with coarse sea salt on top.

Bake:
Bake in the preheated oven for about 12-15 minutes, or until golden brown.

Cool and Serve:
Let the pretzel bites cool for a few minutes before serving. Enjoy while warm!