Activate Yeast: Combine warm water, sugar, and yeast in a large bowl. Let sit for 5 minutes until foamy.
Make Dough: Add flour and salt to yeast mixture. Stir until combined, then knead on a clean surface for 5 minutes until smooth.
Rise: Place dough in an oiled bowl, cover with a towel, and let rest for 15 minutes in a warm spot.
Shape and Stuff: Divide dough into 8 pieces. Roll each into an 18-inch rope. Flatten slightly, place a mozzarella stick in the center, and seal the dough around it. Shape into pretzels.
Prepare Bath: Bring 10 cups water to a boil in a large pot. Add baking soda and reduce to a simmer.
Boil Pretzels: Boil each pretzel for 30 seconds per side. Remove with a slotted spoon and place on parchment-lined baking sheets.
Add Toppings: Brush with melted butter. Sprinkle with rosemary, Parmesan, and salt if using.
Bake: Preheat oven to 425°F (218°C). Bake pretzels for 12-15 minutes until deep golden brown.
Cool: Let cool for 2-3 minutes before serving warm.