In a large bowl (or the bowl of a stand mixer) combine half of the water, sugar, ¾ cup flour and yeast. Cover with cling film and set aside for 15 minutes. The mixture should grow and become foamy.
Add the rest of the flour and water, salt and melted butter. Mix for about 10 minutes with the dough attachment of the mixer. If you don’t have a mixer, you can use a wooden spoon or knead the dough by hand. The resulting dough should not be too soft. Cover the bowl with kitchen towels until it substantially increases its volume (about 1-2 hours).
Divide the dough into 8 equal parts. Take one piece and knead it for about 15 seconds, then flatten it in your hand. Place a piece of yellow cheese in the middle and wrap it in the dough. Make a ball by rolling the dough between your hands until there is no visible hole through which the cheese could leak.
Place the balls on a large baking tray covered with paper. Let them stay for about 30 minutes at a warm place.
Fill a pot with water (about 2 quarts) and bring it to a boil. Pour the baking soda in it and start dipping the rolls, one or two at a time, for 20-30 seconds each. Remove them with a slotted spoon and place them back on the tray. After all the bread rolls have been in the water, sprinkle them with sea salt. Bake them at 200 degrees for 20-30 minutes, or until they become brown. Remove the pan from the oven and allow the rolls to cool for 15 minutes before serving.
Alternatively substitute half of the water with milk.
Store the pretzel rolls 2-3 days in airtight container. You can also freeze them for up to 3 months.