In a large bowl, whisk together the warm water and active dry yeast. Allow the mixture to sit for five minutes, or until the yeast is foamy and fragrant. 

Next, stir in the flour and salt. Mix until a shaggy dough forms-- I like to use a dough whisk for this part but a wooden spoon would work as well. 

Turn the dough out onto a lightly floured surface and knead until the dough is smooth and elastic-- about 3-4 minutes. 

Transfer the dough to a lightly oiled bowl and allow it to rise in a warm place until it has doubled in size-- about 2 hours. 

After the dough has risen, preheat your oven to 425ºF and line a large baking sheet with parchment paper. 

Once the dough has risen, turn it out again onto a lightly floured surface and divide it into 8 pieces. 

Roll each piece into a rope (about 15” long) and then form a U shape. Cross the two ends of the U and then fold them back over the bottom to create a pretzel. Repeat with the remaining pretzels. 

Bring a large pot of water to a boil and slowly add the baking soda (if you add it all at once, it will boil over). 

Add the pretzels one at a time and boil for 45 seconds. Remove the boiled pretzel to the parchment-lined baking sheet and repeat with the remaining pretzels. 

Brush the boiled pretzels with the beaten egg and top each one with shredded mozzarella and pepperonis. 

Bake for 20-22 minutes, or until the pretzels are golden brown and the cheese has fully melted. 

Enjoy warm, with a side of marinara sauce. Store any leftover pretzels in an airtight container in the fridge for up to two days.