In a mixing bowl, combine 1 ½ cups of warm water (about 110°F), 1 packet of instant yeast, and 1 tablespoon of sugar. Let it sit for about 5 minutes until it becomes foamy.
In a separate bowl, whisk together 4 cups of all-purpose flour and 1 ½ teaspoons of salt until well combined.
Gradually add the flour mixture to the yeast mixture, stirring until combined to form a shaggy dough.
If using a stand mixer, knead the dough with the dough hook for about 5 minutes, or until smooth and elastic. If mixing by hand, knead on a floured surface for about 8 minutes.
Incorporate the chopped rosemary and grated Parmesan into the dough until evenly distributed.
Form the dough into a ball and place it in a greased bowl. Cover with a towel and let it rise for about 1 hour, or until doubled in size.
Preheat your oven to 425°F (220°C) and line a baking sheet with parchment paper.
Once the dough has risen, punch it down and divide it into 8 equal pieces. Flatten each piece and place a cube of mozzarella in the center. Fold the dough around the cheese to seal.
Roll each ball into a rope about 24 inches long, then twist it into the shape of a pretzel.
In a saucepan, bring 4 cups of water to a boil. Add ¼ cup of baking soda carefully. Using a slotted spoon, drop each pretzel into the boiling water for about 30 seconds.
Remove the pretzels and let them drain on paper towels. Brush each pretzel with melted butter and sprinkle with coarse sea salt.
Bake in the preheated oven for 12-15 minutes or until golden brown.