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

In a large bowl, mix all-purpose flour and salt. Add the yeast mixture and stir until a shaggy dough forms.

Transfer the dough to a lightly floured surface and knead it for 5 to 7 minutes until it is smooth and elastic.

Place the dough in a lightly greased bowl, cover it, and let it rise in a warm spot until it has doubled in size, which usually takes about 1 hour.

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

In a large pot, bring 2.4 litres of water to a boil and then dissolve the baking soda.

Once the dough has risen, punch it down and divide it into 8 equal pieces. Roll each piece into a rope that is long enough to wrap around a hot dog and cheese.

Take a slice of cheddar cheese and wrap it around each hot dog. Encapsulate each hot dog with a dough rope, pinching the edges firmly to seal.

Using a slotted spoon, immerse each wrapped dog in the boiling baking soda solution for 30 seconds. Place them directly onto the prepared baking sheets.

Brush each pretzel dog with beaten egg and sprinkle them generously with coarse salt.

Bake on the center rack for 12 to 15 minutes, or until they turn golden brown.

Allow to cool briefly before serving warm with mustard or your preferred dipping sauce.