Combine warm water, sugar, and yeast in a large bowl and allow it to sit for 5 minutes until frothy.
Add flour and salt to the yeast mixture, then knead until the dough is smooth and elastic.
Cover the dough and set it aside to rise for 30-45 minutes until it doubles in size.
Heat the oven to 425°F (220°C) and prepare a baking sheet lined with parchment paper.
Stir together mozzarella cubes, chopped rosemary, and Parmesan cheese in a small bowl to create the filling.
Cut the dough into 8 equal pieces and roll each into a long rope.
Press each rope flat and place the cheese filling in the middle.
Wrap the dough around the filling and pinch the edges closed, shaping each into a pretzel.
Bring 4 cups of water to nearly boiling, remove from heat, and dissolve baking soda in it.
Dip each pretzel into the baking soda bath for 30 seconds, then place them on the prepared baking sheet.
Generously sprinkle grated Parmesan cheese on top and add a few fresh rosemary leaves for garnish.
Bake pretzels for 15-20 minutes until golden and the cheese topping crisps.
Let the pretzels cool briefly before serving.
