1. In a large bowl, combine warm water, sugar, and yeast. Let it sit for about 5 minutes until frothy.
2. Add flour and salt to the yeast mixture, mixing until a dough forms.
3. Knead the dough on a floured surface for about 5 minutes until smooth.
4. Place the dough in a greased bowl, cover it with a towel, and let it rise in a warm place for about 1 hour or until doubled in size.
5. Preheat your oven to 425°F (220°C).
6. Once risen, punch down the dough and divide it into 8 equal pieces.
7. Flatten each piece into a circle, place a cube of mozzarella and some chopped rosemary in the center, then fold and shape it into a pretzel form.
8. In a large pot, bring water to a boil and add baking soda.
9. Boil each pretzel for about 30 seconds on each side before placing them on a parchment-lined baking sheet.
10. Brush each pretzel with beaten egg and sprinkle with coarse sea salt.
11. Bake for about 12-15 minutes or until golden brown.