Combine warm water, sugar, and yeast in a large bowl and let it rest for about 5 minutes until bubbly.
Mix in flour and salt, then knead the dough until it turns smooth and elastic.
Cover with a clean cloth and allow the dough to rise for 30 to 45 minutes until it doubles in size.
Preheat your oven to 425°F (220°C) and prepare a baking sheet with parchment paper.
In a separate bowl, stir together mozzarella cubes, chopped rosemary, and grated Parmesan to make the filling.
Cut the dough into 8 pieces and roll each into a long rope.
Press each rope flat, place filling in the center, then fold and pinch the dough to seal in the cheese, shaping it like a pretzel.
Bring 4 cups of water to almost boiling, remove from heat and stir in baking soda.
Briefly dip each pretzel in the baking soda bath for 30 seconds, then transfer to the prepared baking sheet.
Sprinkle each pretzel generously with grated Parmesan and top with a few rosemary leaves.
Bake for 15 to 20 minutes until golden and the topping is crispy.
Let the pretzels cool a little before enjoying.
