01 - Combine flour, yeast, salt, and sugar in a large mixing bowl. Pour in warm water and melted butter, stirring until a shaggy dough forms. Knead by hand or stand mixer for 5–7 minutes until smooth and elastic. Cover the bowl and let the dough rest for 15 minutes.
02 - While the dough rests, brown the ground beef and diced onion in a skillet over medium heat for approximately 5 minutes. Drain excess fat from the pan. Season with salt, black pepper, and garlic powder. Stir in ketchup, mustard, and chopped pickles. Remove from heat and let cool slightly, then fold in shredded cheddar cheese.
03 - Preheat oven to 425°F and line a baking sheet with parchment paper. Divide the rested dough into 16 equal portions. Flatten each piece into a small round, placing 1 tablespoon of the cooled cheeseburger filling in the center. Pinch the edges tightly to seal and roll into smooth balls.
04 - Bring 6 cups of water to a rolling boil in a large pot. Carefully stir in baking soda. Boil each dough ball for 20 seconds, then remove with a slotted spoon and transfer to the prepared baking sheet.
05 - Brush each pretzel bomb with beaten egg and sprinkle generously with coarse salt. Bake for 12–15 minutes until deep golden brown. Serve warm with extra ketchup and mustard for dipping.