In a large mixing bowl, combine warm water, granulated sugar, and active dry yeast. Let the mixture sit for about 5 minutes until it becomes foamy.

Add the flour and salt to the yeast mixture. Stir until the dough begins to form. Knead the dough on a floured surface for about 5 minutes until smooth and elastic.

Place the kneaded dough into a greased bowl, cover with a kitchen towel, and let it rise in a warm place for about 30 minutes or until it doubles in size.

Preheat the oven to 425°F (220°C). 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 long rope (about 18 inches long). Flatten each rope slightly, then place a tablespoon of mozzarella and Parmesan cheese at the center and fold the dough over to seal.

Shape the filled dough into a pretzel shape, twisting the ends and pressing them together to secure.

In a small saucepan, bring 10 cups of water and ½ cup of baking soda to a boil. Carefully drop each pretzel into the boiling solution for 30 seconds, then use a slotted spoon to remove them and place them on the prepared baking sheet.

Brush each pretzel with the beaten egg and sprinkle with coarse sea salt.

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

For extra flavor, consider mixing herbs or garlic powder into the cheese filling.

These pretzels are best served warm but can be reheated in the oven for a few minutes if cooled.