Preheat oven to 220°C (425°F) and line a baking tray with parchment paper.
Divide dough into 14 equal pieces. Stretch each into a strip about 20 cm long.
Place cheese and one beef meatball on the dough, then roll tightly to seal completely. Place on the tray.
Bring 1.2 liters of water to a boil. Add baking soda and stir until dissolved.
Boil each dough ball for 20–30 seconds in batches, then transfer to paper towels.
Return to baking tray, brush with beaten egg, and sprinkle with coarse salt.
Bake for 15–20 minutes until golden brown.
Serve warm with mustard. Enjoy your Cheeseburger Pretzel Bombs fresh from the oven.