In a large bowl, combine warm water, sugar, and yeast. Let it sit for about 5 minutes until frothy.
Add flour and salt to the yeast mixture. Stir until a dough forms, then knead on a floured surface for about 5 minutes until smooth. Place in a greased bowl, cover, and let rise for 1 hour or until doubled in size.
While the dough is rising, cook the ground beef in a skillet over medium heat. Add garlic powder, onion powder, and paprika. Cook until browned, then drain excess fat and let cool slightly.
Preheat the oven to 425°F. Line a baking sheet with parchment paper.
Once the dough has risen, punch it down and divide it into 12 equal pieces. Roll each piece into a small circle.
Place a tablespoon of the beef mixture and a tablespoon of shredded cheddar cheese in the center of each dough circle. Fold the dough over the filling and pinch to seal.
In a large pot, bring 10 cups of water to a boil and add baking soda. Carefully drop each pretzel bomb into the boiling water for about 30 seconds, then remove with a slotted spoon and place on the prepared baking sheet.
Brush each pretzel bomb with the beaten egg and sprinkle with coarse sea salt.
Bake for 12-15 minutes or until golden brown. Let cool slightly before serving.