Start by activating the yeast in warm water with sugar until foamy. Mix in flour, salt, and butter, kneading until smooth and elastic. Let the dough rise until doubled in size.
Divide the dough into equal pieces, roll each into a rope, and wrap around the mozzarella sticks. Pinch the edges tightly to seal in the cheese and form classic pretzel shapes.
Bring a pot of water with baking soda to a gentle boil. Submerge each pretzel for 30 seconds, then remove carefully with a slotted spoon. This step gives the pretzels their chewy texture and golden crust.
Arrange the boiled pretzels on a parchment-lined baking sheet. Sprinkle with coarse salt and bake at 450°F for 12-15 minutes or until golden brown. Let cool slightly before enjoying the gooey goodness.