In the bowl of a stand mixer, combine warm water, salt, and sugar. Add yeast and let it rest for 5 minutes until the yeast starts to foam.

With the mixer on medium-low speed, add in the flour and melted butter. Mix thoroughly until a dough forms onto the dough hook of the stand mixer, about 2 minutes.

Wet your hands and remove the dough from the bowl, then rub 2-3 tablespoons of oil all over the stand mixer bowl (or a large new bowl if you prefer). Add the dough back to the oiled bowl. Cover with Saran Wrap and let it rise for 1 hour (you can turn the oven on for 3-5 minutes, make sure to turn it off, then place the bowl in the oven).

Once the dough has risen, remove it from the oven and preheat to 450°F. Add baking soda to a large pot of water and bring it to a rolling boil.

Cut the dough into 8 pieces and roll them out into thin ropes. Cut about 1-inch pieces. Boil batches of the pretzel bites, about 10-15 at a time, for 30 seconds.

Transfer the pretzels to a baking sheet lined with parchment paper, brush with egg wash, and sprinkle with salt. Bake for 12-14 minutes, until golden brown.

In a large saucepan over medium heat, add butter and melt it. Whisk in the flour and continue whisking for approximately 1 minute until a thick paste is formed.

Slowly pour in the milk while whisking and cook over medium heat, stirring occasionally, until the mixture thickens, about 3-4 minutes.

Remove the pan from the heat and whisk in the cheddar cheese, salt, and pepper until the cheese is entirely melted.

Serve the cheese dip with the pretzel bites and enjoy the irresistible combination!