In a medium bowl, combine warm water, active dry yeast, and granulated sugar. Let it sit for about 5 minutes until frothy.

In a large mixing bowl, whisk together all-purpose flour and salt. Pour in the yeast mixture and stir until a shaggy dough forms.

Knead the dough on a floured surface for 5 to 7 minutes until smooth.

Shape the dough into a ball, place it in a greased bowl, cover, and let it rise for 1 hour or until doubled.

Preheat your oven to 450°F (230°C) and line two baking sheets with parchment paper.

Bring 10 cups of water to a boil and stir in baking soda carefully.

Punch down the risen dough, divide into 8 pieces, and roll each into a 12-14 inch rope.

Place cheese on each hot dog and wrap the dough around it, sealing tightly.

Boil each wrapped dog in the baking soda bath for 30 seconds on each side.

Brush each dog with beaten egg and sprinkle with coarse salt. Bake for 12-15 minutes until golden.

Transfer to a wire rack to cool slightly before serving with dipping sauces.