Prepare the Dough:
In a large bowl, combine the flour, sugar, and salt. In a separate bowl, dissolve the yeast in the warm water and let it sit for 5 minutes until foamy. Add the yeast mixture and olive oil to the dry ingredients. Mix until a dough forms, then knead on a floured surface for about 5-7 minutes, or until smooth and elastic. Place the dough in an oiled bowl, cover with a towel, and let it rise for 1 hour, or until doubled in size.

Preheat Oven and Prepare Baking Soda Bath:
Preheat your oven to 450°F (230°C). Line two baking sheets with parchment paper. In a large pot, bring 10 cups of water and the baking soda to a boil.

Form and Stuff the Pretzels:
Punch down the dough and divide it into 8 equal pieces. Roll each piece into a long rope, about 12-14 inches. Flatten the rope with your fingers, place a mozzarella stick (or cube) along the center, and pinch the dough closed around the cheese, sealing the edges well. Shape the dough into a pretzel by forming a U-shape, twisting the ends, and folding them over to press down on the bottom of the U.

Baking Soda Bath:
Carefully place each pretzel into the boiling baking soda bath for 20-30 seconds. Using a slotted spatula, remove the pretzel and place it on the prepared baking sheet. Repeat with the remaining pretzels.

Brush and Bake:
Brush each pretzel with the beaten egg wash and sprinkle with coarse salt. Bake for 12-15 minutes, or until golden brown.

Serve Warm:
Serve warm with marinara sauce, mustard, or any dipping sauce of your choice. Enjoy the cheesy goodness!