In a large mixing bowl, combine warm water, instant yeast, and sugar. Allow the mixture to foam for about 5 minutes. In another bowl, whisk together all-purpose flour and salt. Gradually combine the flour mixture with the yeast mixture to form a dough, then knead until smooth for about 5 minutes using a stand mixer or 8 minutes by hand.

Gently fold in chopped fresh rosemary and grated Parmesan cheese. Shape the dough into a ball and transfer it to a greased bowl, covering it with a clean kitchen towel. Let the dough rise in a warm spot for about 1 hour, or until it has doubled in size.

Preheat your oven to 425°F (220°C). After the dough has doubled, punch it down to release air, and divide it into 8 equal pieces. Flatten each piece, placing a cubed piece of mozzarella cheese in the center. Seal the dough around the cheese and shape into a pretzel by twisting the ends together.

In a saucepan, bring water to a rolling boil and add baking soda. Carefully lower each pretzel into the boiling water, cooking them for about 30 seconds on each side. Transfer to a paper towel-lined baking sheet.

Brush each pretzel with melted unsalted butter and sprinkle with coarse sea salt. Bake in the preheated oven for 12 to 15 minutes, or until golden brown.