In a mixing bowl, combine 1 cup of warm water (at 110°F) with 2 ¼ teaspoons active dry yeast and 1 tablespoon of granulated sugar. Stir gently to combine and let it sit for about 5 minutes until the mixture becomes frothy.

In a separate large mixing bowl, whisk together 4 cups of all-purpose flour and 1 teaspoon of salt. Gradually pour in the frothy yeast mixture, mixing until a shaggy dough forms.

Turn the shaggy dough out onto a well-floured surface. Knead the dough for about 5-7 minutes until it becomes smooth and elastic.

Shape the kneaded dough into a ball, place it in a lightly greased bowl, and cover with a damp cloth. Let it rise in a warm area for approximately 1 hour.

Preheat your oven to 450°F (230°C) and line two baking sheets with parchment paper.

In a large pot, bring 10 cups of water to a boil, then stir in ⅔ cup of baking soda until fully dissolved.

Once the dough has risen, punch it down and divide it into 8 equal pieces, rolling each piece into a long rope about 12-15 inches in length.

Wrap each dough rope around a hot dog, placing a slice of cheese inside as you go. Pinch the ends together to seal.

Lower each wrapped dog into the baking soda bath for about 30 seconds, flipping halfway through.

Transfer the boiled Cheesy Pretzel Dogs to the prepared baking sheets. Brush with a beaten egg and sprinkle coarse salt over each one. Bake for 12-15 minutes until golden brown.

Remove from the oven and let them cool slightly on a wire rack. Serve warm with your favorite dipping sauces.