Bring 2 quarts of water to a boil in a large pot. After the water stays to boil, slowly add the baking soda and reduce the heat just low enough to keep the water at a simmer.
While you’re waiting for the water to boil, spread the dough out on a lightly greased baking sheet. Cut it into 8 rectangles. Try to make them similar in size.
Place a cheese stick on top of each rectangle.
Fold the dough around the stick. Make sure to pinch the seams closed so the cheese doesn’t ooze out the sides when it cooks.
Next, use a slotted spoon to dip the sticks into the boiling water. You want to do this quickly. We’re not boiling the pretzel sticks, we’re just trying to get a light coat of the baking soda water on each one.
After all of the pretzel sticks have been dipped in the boiling baking soda water, brush them with an egg wash and sprinkle them with the salt to taste.