Activate the Yeast: In a large mixing bowl, combine warm water, yeast, and sugar. Stir gently and let it sit for about 5 minutes until it becomes frothy.

Prepare the Dough: Add salt, melted butter, and flour to the yeast mixture. Mix until the dough forms. Knead for about 5-7 minutes until the dough is smooth and elastic. Transfer to a greased bowl, cover with a damp cloth, and let it rise for 1 hour.

Preheat Oven & Prepare Baking Soda Bath: Preheat your oven to 450°F. Bring 10 cups of water and the baking soda to a boil in a large pot.

Shape and Stuff the Dough: Once the dough has risen, punch it down and divide it into 8 equal portions. Roll each portion into a long rope and then flatten it. Place some diced ham and shredded cheese down the middle. Fold the dough over the filling, pinching the seams to seal it, and then form into a pretzel shape.

Boil the Pretzels: Carefully dunk each pretzel into the boiling baking soda water for about 30 seconds. Remove with a slotted spoon and place on a baking sheet lined with parchment paper.

Egg Wash and Bake: Brush each pretzel with the beaten egg and sprinkle with coarse salt. Bake in preheated oven for 12-15 minutes, or until golden brown.

Cool and Enjoy: Let them cool slightly on a wire rack before serving warm.