In a large mixing bowl, combine warm water, sugar, and yeast. Let it sit for about 5 minutes until it becomes foamy. Add in the melted butter, salt, and flour, then mix until a dough forms. Knead the dough on a lightly floured surface for about 5 minutes until smooth and elastic.
Place the dough in a greased bowl, cover it with a kitchen towel, and let it rise in a warm spot for 1 hour or until doubled in size.
Punch down the dough and divide it into 8 equal portions. Roll each portion into a 12-inch rope, then flatten it slightly to create a long strip.
Place a mozzarella stick in the center of each strip of dough. Fold the dough over the cheese and pinch the edges tightly to seal. Carefully roll it into a rope again to ensure the cheese is fully enclosed.
Take each cheese-filled rope and twist it into a pretzel shape by crossing the ends over each other and pressing them down.
In a large pot, bring 8 cups of water to a boil. Slowly add ⅓ cup of baking soda (it will bubble up). Using a slotted spoon, dip each pretzel in the water for 15-20 seconds, then transfer to a parchment-lined baking sheet.