Mix warm water, sugar, and yeast in a large bowl; let sit 5 minutes until foamy.
Add flour, salt, and melted butter; knead until smooth and elastic (6–8 minutes).
Cover and let dough rise for 45–60 minutes until doubled in size.
Punch down dough, divide into 4 portions, roll each into long ropes (¾ inch thick).
Cut into 1-inch pieces; flatten, fill with cheddar cube, and pinch to seal.
Bring water and baking soda to a boil; drop bites in batches for 30 seconds.
Remove with slotted spoon, place on baking sheet lined with parchment paper.
Brush with melted butter and sprinkle with coarse salt.
Bake at 425°F for 12–15 minutes until golden brown.
Brush with more butter after baking and cool 5 minutes before serving.