Make the dough - In a large mixing bowl, dissolve the yeast in the warm water and let it sit for 5 minutes until frothy. Add the flour, sugar, and salt, and mix until a smooth dough forms. Knead the dough for 5-8 minutes until it's elastic and no longer sticky. Cover the dough with a clean kitchen towel and let it rest at room temperature for 10-15 minutes. - Make sure to use warm, but not hot water to activate the yeast. If the dough is too sticky, add a little more flour. You can also use a stand mixer with a dough hook attachment to save some arm workout.

Prepare the filling - In a small bowl, mash the avocado flesh with a fork. Stir in the diced jalapeño, lime juice, and a pinch of salt. Mix in the shredded cheddar cheese. - Use ripe and soft avocados for the best texture and flavor. You can adjust the amount of jalapeño and lime juice to your desired level of spiciness and tanginess. Be careful not to overmix the filling, as the cheese might become too soft and hard to handle.

Shape the pretzels - Preheat the oven to 450°F. Line a baking sheet with parchment paper or a silicone mat. Divide the dough into 6 equal pieces. Roll each piece into a long rope (about 2 feet). Flatten the rope with a rolling pin, then spoon about 2 tablespoons of the filling onto the center. Fold the dough edges over the filling and pinch to seal, forming a log. Twist the log into a pretzel shape and place on the prepared baking sheet. Repeat with the remaining dough and filling. - Make sure to flatten the dough evenly across the length and width to prevent it from rising unevenly in the oven. Don't overstuff the filling, or it might leak during baking. If you're having trouble shaping the pretzels, you can watch a tutorial video online or ask a friend for help.

Dip the pretzels in the baking soda solution - In a large pot, bring the water and baking soda to a boil. Reduce the heat to medium-low. Using a slotted spoon, carefully dip each pretzel into the solution for 10-15 seconds, flipping halfway through. Remove the pretzels from the solution and place them back on the baking sheet. Brush the tops with water and sprinkle with coarse salt. - Be careful not to overcrowd the pot, or the pretzels might stick to each other. Don't dip the pretzels for too long, or they might taste too bitter. If you're concerned about the high sodium content of baking soda, you can reduce the amount or use food-grade lye instead. Remember to wear gloves and protective eyewear when handling lye, as it can be caustic.

Bake the pretzels - Bake the pretzels for 10-12 minutes or until they are golden brown and crispy. Remove the pretzels from the oven and let them cool for a few minutes on the baking sheet. Serve warm and enjoy! - Don't open the oven door too often while baking, or you might release the heat and affect the browning. Letting the pretzels cool for a few minutes will help to prevent the cheese filling from oozing out. You can serve the pretzels with some additional spicy avocado dip or your favorite sauce.