Prepare the yeast mixture by combining warm water, active dry yeast, and granulated sugar. Let it sit for about 5 minutes until frothy.

Make the dough by mixing all-purpose flour and salt in a large bowl, then adding the yeast mixture until a shaggy dough forms.

Knead the dough for 5–7 minutes on a floured surface until smooth and elastic.

Allow the dough to rise in a greased bowl for 1 hour or until doubled in size.

Preheat the oven to 450°F and prepare baking sheets with parchment paper.

Prepare the pretzel bath by boiling water and stirring in baking soda. Reduce heat to a gentle simmer.

Shape the dough into 8 pieces, wrap each hot dog with a slice of cheese snugly in the dough.

Boil each wrapped pretzel dog for 30 seconds on each side in the baking soda bath.

Bake for 12–15 minutes until golden brown, brushing with beaten egg and sprinkling with coarse salt beforehand.

Cool slightly on a wire rack for 5 minutes before serving with your favorite dipping sauces.