In a mixing bowl, combine the warm water, sugar, and yeast. Let it sit for about 5 minutes until it becomes frothy.
Add the flour and salt to the yeast mixture. Mix well until a dough forms.
Knead the dough on a floured surface for about 8-10 minutes until it becomes smooth and elastic.
Place the dough in a greased bowl, cover it with a clean towel, and let it rise in a warm place for about 1 hour or until it has doubled in size.
Preheat the oven to 450°F (230°C) and line a baking sheet with parchment paper.
Once the dough has risen, punch it down and divide it into 8 equal pieces.
Roll each piece into a long rope, about 18 inches long.
Shape each rope into a pretzel by twisting the ends and securing them together. Take a cube of mozzarella and place it in the center of the pretzel before twisting it closed, sealing the cheese inside.
In a saucepan, bring about 10 cups of water to a boil and stir in the baking soda.
Carefully place each pretzel in the boiling water for about 30 seconds, then remove and place them on the prepared baking sheet.
Brush the tops of the pretzels with the beaten egg, then sprinkle with grated Parmesan and chopped rosemary, along with coarse sea salt.
Bake in the preheated oven for 12-15 minutes or until golden brown.
Remove from the oven and allow to cool slightly before serving. Enjoy your Mozzarella Stuffed Rosemary Parmesan Soft Pretzels warm!