Make pretzel dough: In a small bowl or glass measuring cup, combine warm water and yeast and dissolve for 1-2 minutes. In a bowl fitted with a stand mixer and a dough hook (you can mix by hand if needed), add in flour, salt, melted butter, sugar and yeast mixture. Turn the mixer on to medium-high speed and knead for about 5 minutes, or until the dough is smooth. Place dough into a clean, dry bowl and cover with a kitchen towel or plastic wrap. Place dough in a dry place for about 60 minutes, or until doubled in size.

Preheat oven: Preheat the oven to 475 degrees. Line a baking sheet with parchment paper and set aside. 

Mix water with baking soda: Combine 1 cup boiling water and baking soda in a shallow bowl and whisk until baking soda is dissolved.

Shape pretzels: Punch dough down and divide into 8 equal pieces. Roll each piece on a lightly oiled surface (spray lightly with non-stick spray) and roll dough pieces out into a long thin rope and shape into a pretzel. Dip each side of the pretzels into baking soda water mixture for 30 seconds. Transfer pretzel to parchment lined baking sheet.

Top and bake: Brush each pretzel with egg wash and sprinkle lightly with kosher salt. Top each pretzel with a handful of shredded cheddar cheese and 5-6 jalapeno slices. Allow pretzels to rest for 10 minutes and then bake for 8-10 minutes, or until golden brown.