Instructions

1. In the bowl of a stand mixer fitted with the dough hook attachment, combine the water, sugar, and salt. Sprinkle the yeast on top and allow it to sit until the mixture begins to foam, about 5 minutes.
2. Melt 5 tablespoons of the butter in the microwave or in a small saucepan over low heat and then bring it to room temperature. Add the melted butter to the bowl with the yeast and begin to mix on low speed. Slowly add in the flour, about 1/2 cup at a time, until the dough is no longer sticky and comes together. Turn the speed to medium and knead until the dough is smooth and pulls away from the sides of the bowl, about 5 more minutes.
3. Remove the dough and wipe out the bowl. Rub the bowl with the vegetable oil and then place the dough back inside. Cover the bowl loosely with plastic wrap or a kitchen towel, and place it somewhere warm until the dough has doubled in size, about 30-45 minutes.
4. Preheat the oven to 425° F and line two large baking sheets with parchment paper or silicone baking mats.
5. Cut the dough into 6 sections. Roll each section into a long rope (about 20-inches long), and then evenly cut into bite-size pieces about 1 1/2-inches each.
6. In a large pot or Dutch oven, bring 3 quarts of water (about 12 cups) to a boil with the baking soda. Working in batches of about 8-10 at a time, carefully drop the pretzel bites into the water, and cook until they puff up, about 20 seconds. Remove them with a slotted spoon and arrange them in single layers on the baking sheets.
7. Brush each pretzel bite with egg wash and sprinkle generously with the flaky salt. Bake until the pretzels are golden-brown, about 15 minutes and then transfer to a cooling rack.
8. Meanwhile, prepare the cheese sauce. In a medium saucepot over medium-low heat, add the remaining 2 tablespoons of butter. When it begins to foam, whisk in 2 tablespoons of the flour and cook, stirring often, for 1 minute. Slowly add in the milk, whisking vigorously as you pour.
9. Bring the sauce to simmer and whisk occasionally until thickened, about 5-8 minutes. Stir in the cheeses, Worcestershire, and cayenne and season to taste with salt and pepper. Serve the pretzel bites warm with the hot cheese sauce.