Creating these incredible soft pretzels is easier than you might expect. Just follow these step-by-step instructions:

1. Activate the Yeast: In a large bowl, combine warm water, sugar, and yeast. Let it sit for about 5-10 minutes until frothy.
2. Mix Dry Ingredients: In another bowl, whisk together the flour and salt.
3. Combine Mixtures: Pour the melted butter into the yeast mixture. Gradually add the dry ingredients to form a soft dough.
4. Knead the Dough: Transfer the dough to a floured surface. Knead for about 5 minutes until smooth and elastic.
5. First Rise: Place the dough in a greased bowl, cover it with a damp cloth, and let it rise in a warm area for about 1 hour until doubled in size.
6. Prepare Cheese Filling: While the dough rises, mix the mozzarella, Parmesan, and chopped rosemary in a bowl. Set aside.
7. Preheat the Oven: Preheat your oven to 450°F (232°C) and line two baking sheets with parchment paper.
8. Shape the Pretzels: Punch down the dough and divide it into 12 equal pieces. Roll each piece into a long rope, about 24 inches long. Form a U-shape, twist the ends, and fold them back over the bottom of the U to create a pretzel shape.
9. Add Cheese Filling: Flatten each pretzel slightly and place a small amount of cheese filling in the center. Pinch the dough closed around the cheese to seal it.
10. Boil the Pretzels: In a large pot, bring 10 cups of water to a boil. Add the baking soda carefully. Drop each pretzel into the boiling water, one at a time, for about 30 seconds. Remove with a slotted spoon and place on the prepared baking sheets.
11. Egg Wash: Brush each pretzel with the beaten egg and sprinkle with coarse sea salt.
12. Bake: Bake in the preheated oven for about 12-15 minutes or until golden brown.
13. Serve Warm: Allow cooling slightly before serving, and enjoy while warm!

Following these steps will ensure you create soft, gooey-filled pretzels that are sure to impress!