01 - In a large mixing bowl, combine warm water, granulated sugar, and active dry yeast. Allow the mixture to sit for 5 minutes until foamy.
02 - Add all-purpose flour, salt, and melted butter to the yeast mixture. Mix until a shaggy dough forms. Knead by hand or with a mixer for 5 to 7 minutes, until smooth and elastic. Cover bowl and let rest in a warm area for 1 hour or until dough has doubled in volume.
03 - Punch down the risen dough and divide into 12 equal portions. Roll each piece into a rectangle approximately 6 by 2 inches. Sprinkle the center of each rectangle evenly with shredded cheddar and chopped jalapeños. Fold the dough over the filling and pinch the seams tightly to seal, forming sticks.
04 - Preheat the oven to 425°F. Line a baking sheet with parchment paper.
05 - In a large pot, bring water to a boil. Carefully add baking soda; the mixture will foam. Working in batches, gently lower each filled stick into the boiling bath for 20 to 30 seconds. Remove with a slotted spoon and place on the prepared baking sheet.
06 - Brush each stick with melted butter and sprinkle with coarse sea salt.
07 - Bake in the preheated oven for 15 to 18 minutes, until sticks are golden brown and cheese is bubbling. Cool slightly before serving.