In a medium sized bowl, whisk together yeast and warm water and let bloom for 5 minutes. After yeast is activated, add butter, salt, and sugar and whisk together well. Then stir in 3 cups of flour using a wooden spoon, one cup at a time, until dough comes together well. Add in another ½ cup of flour and mix until dough is only slightly sticky.
Flour work surface and turn dough out onto the floured surface. Knead for 3-5 minutes, until dough is no longer sticking to hands. Oil a large bowl and place dough into the bowl and cover with plastic wrap; let rise for 20 minutes in a warm, draft-free area.
Preheat oven to 400 degrees F and line a baking sheet with parchment paper.
Bring large pot of water and baking soda to a boil. Take dough and cut about a small fist's worth of dough, then roll it into a thin 20-22 inch log.
Turn log into a circle, then twist the ends two or three times and fold over to ideal pretzel shape. Pinch the ends to the pretzel. Repeat with remaining dough.
Place pretzels into the baking soda bath for 25-30 seconds, then scoop out using a slotted spatula and place onto baking sheet. Repeat until all pretzels are bathed and placed on baking sheet.
Beat egg and tablespoon of preferred liquid together then brush egg wash onto the pretzels. Sprinkle on salt, then bake in oven for 14-15 minutes until golden brown.
Serve with Cheese Sauce.