In a mixing bowl, combine warm water, sugar, and kosher salt. Stir until dissolved, then add the active dry yeast. Let it sit for about 5 minutes until bubbly.

In a separate bowl, mix together the flour, grated Parmesan cheese, and chopped rosemary.

Gradually add the yeast mixture to the flour mixture, stirring until combined. Knead the dough on a floured surface for about 5-7 minutes until smooth and elastic.

Place the dough in a lightly greased bowl, cover with a clean kitchen towel, and let it rise in a warm place for about 1 hour, or until it doubles in size.

Preheat your oven to 425°F (220°C) and line a baking sheet with parchment paper.

Once the dough has risen, punch it down and divide it into 8 equal pieces. Roll each piece into a rope about 20 inches long.

Flatten each rope slightly, place a cube of mozzarella in the center, and fold the dough over the cheese to seal it in. Shape the filled dough into a pretzel shape and place on the prepared baking sheet.

In a saucepan, bring 10 cups of water to a boil and add the baking soda carefully.

Working in batches, carefully add each pretzel to the boiling water for about 30 seconds. Remove with a slotted spoon and return it to the baking sheet.

Brush the pretzels with the beaten egg, then sprinkle with coarse sea salt.

Bake for 12-15 minutes, or until golden brown. Let cool for a few minutes before serving.