Preheat oven to 450 degrees. Line a large baking sheet with parchment paper.

In a stand mixer fitted with the dough hook, combine the water, yeast and sugar. Let stand for 5-10 minutes, or until mixture is frothy. Stir in the salt.

Add 3 cups of the flour to the mixer and stir to combine. Mix in the jalapenos and cheese. Add the remaining flour, as needed, a little bit at a time, until the dough comes together in a ball and is slightly tacky, but not sticky. You may not use all the flour.

Fill a large bowl with the hot water. Stir in the baking soda until dissolved. In a small bowl, whisk together the egg and water to create an egg wash; set aside.

On a lightly floured countertop, divide the dough into four equal sections. Roll each section into a log and cut the log into three pieces. Repeat with the remaining dough. You should have 12 equal pieces of dough.

Roll each segment of dough into a rope 18-24 inches long. Fold the rope in half, then twists the two segments of rope together. Pinch the ends together and tuck underneath. Place pretzel twist on the prepared baking sheet and repeat with the remaining dough.

Transfer each pretzel twist into the hot water mixture for about 30 seconds. Using a slotted spoon, transfer the pretzels back to the baking sheet. Re-twist pretzels as needed. Brush each pretzel with the egg wash, then sprinkle with coarse salt.

Bake for 8-10 minutes, or until pretzels are golden brown. Let cool slightly, then brush with melted butter.