In a large mixing bowl, combine warm water, yeast, and sugar. Let it sit until foamy, about 5 minutes.

In a separate bowl, whisk together flour and salt. Gradually mix the dry ingredients into the wet until a smooth dough forms.

Knead by hand for 8 minutes or use a stand mixer for 5 minutes until smooth. Fold in chopped rosemary and grated Parmesan, then let the dough rise in a greased bowl covered with a towel until it doubles in size, about 1 hour.

Once the dough has risen, punch it down and divide it into 8 equal pieces. Flatten each piece, place a cube of mozzarella in the center, fold the dough over, seal, and shape it into a pretzel.

In a large pot, bring water to a boil and add baking soda. Carefully drop in pretzels, boiling each for 30 seconds before draining on paper towels.

Preheat your oven to 425°F (220°C). Brush the formed pretzels with melted butter, sprinkle with coarse sea salt, and bake for 12-15 minutes or until golden brown.