Combine the water, sugar, salt and yeast in the bowl of a stand mixer fitted with the paddle attachment.
Mix on low to dissolve the yeast.
Slowly add the flour and melted butter and mix until the dough comes together.
Switch the mixer to the dough hook and knead on medium until the dough is smooth and clears the sides of the bowl (3-5 mins).
Lightly coat a large bowl with vegetable oil and transfer the dough to the bowl. Turn the dough to coat with oil. Cover with a damp towel or plastic wrap and let it sit in a warm corner of the room. The dough will take about about an hour to double in size.
Instructions (baking the pretzels)
Line two baking sheets with parchment paper or cooking spray.
Preheat the oven to 450° F
Fill a large pot with water (about 10 cups/2½ quarts). Add baking soda and bring to a boil.
Turn your dough out onto a floured surface and divide into six equal pieces.
Working one at a time, roll each piece of dough into a long rope, about one inch in diameter.
Use a knife or pizza cutter to cut each rope into one-inch segments.
Working in batches, dunk the pretzel dough pieces into boiling water for about 30 seconds, stirring to ensure all sides are submerged. Don’t overcrowd the pot, yo.
Carefully remove the dough pieces from the boiling water using a slotted spoon or skimmer and spread them out on the baking sheets.
Once all your pretzel pieces have been boiled, brush the tops with the egg wash and sprinkle with Kosher (or pretzel) salt.
Bake in the oven for about 10 minutes or until dark golden brown.
Transfer to a cooling rack for 5 minutes before eating.
Instructions (cheddar dip)
Combine milk and cornstarch in a small saucepan over medium-high heat. Whisk frequently and bring to a simmer.
Reduce the heat to medium-low and continue simmering until it thickens a bit.
Remove from heat and whisk in shredded cheese until melted. Season with salt and pepper.