For the pretzel dough:

• In the bowl of a stand mixer combine warm water, salt, and sugar. Add yeast and let rest 5 minutes until yeast starts to foam.
• With the mixer on medium-low speed add in the flour and melted butter and mix thoroughly until a dough forms onto the dough hook of the stand mixer, about 2 minutes. Wet hands and remove the dough from the bowl then rub 2-3 tablespoons of oil all over the stand mixer bowl (or a large new bowl if you prefer) Add the dough back to the oiled bowl. Cover with Saran Wrap. Let it rise for 1 hour (I turn oven on for 2-3 min, make sure to turn it off, then place in the oven to rise)
• Once the dough has risen remove from the oven and preheat to 450°F. Line 2 baking sheets with parchment paper and spray with nonstick cookie spray. Set aside. Add baking soda to a medium sized bowl with warm water and whisk.
• Turn it out the dough onto a slightly floured work surface, and divide into 10 equal pieces. Roll out each piece of dough into a rope that’s about 20 inches long. Use a pizza cutter or knife to trim up each side to be straight, about 1 inch in width. Take 1 slice of cheese and gently wrap it around the hotdog. Then, starting at one end, wrap the dough around the hot dog, pinching each end together so that it’s sealed. Place onto the prepared pan and repeat with the remaining dough and hot dogs.
• Place the pretzel dogs into the warm water mixture and twirl, coating each side for 30 seconds total. Remove them from the water and space about 3 inches apart on the pan. Brush the tops with melted butter and sprinkle with the pretzel salt. (If you don't have pretzel salt you can use kosher salt!)
• Bake until golden brown, about 12-14 minutes. Transfer to a cooling rack for at least 5 minutes before serving. If you have extra dough, you can shape them into small soft pretzels or cut into pretzel bites before baking!