Mix warm water, yeast, and sugar together.
Let mixture sit for 5 minutes until foamy.
Add flour, salt, and olive oil gradually.
Knead dough for 8 minutes until smooth.
Place dough in oiled bowl for rising.
Cover and let rise for 1 hour.
Punch down dough and divide into 8 pieces.
Roll each piece into 18-inch rope.
Flatten rope and add mozzarella and rosemary.
Seal edges and twist into pretzel shape.
Boil water with baking soda in large pot.
Boil each pretzel for 30 seconds each side.
Place on parchment-lined baking sheets immediately.
Brush with beaten egg and sprinkle Parmesan.
Bake at 425°F for 12-15 minutes until golden.