To a large, deep pot, add the baking soda and water (do not wait to add the baking soda once the water is boiling). Set aside while you shape and fill.
Preheat oven to 400℉/200℃. Line two large baking sheets.
Shape the pretzels as shown in images: Divide the dough into 8 balls of roughly equal size. To each ball, roll into a long rope.
Flatten this 'rope' by pressing down, then spread over the filling. If the filling feels really stiff, use your hands (messy but does the job so much easier than a spoon).
Pinch the dough together to seal the filling.
Take the two ends of the 'rope', and place into a U shape. Twist the ends twice to form a sort of braid. Bring this braid down and over the bottom of that U shape. Press to seal the ends.
Place all pretzels on a lined baking sheet and bring the pot of water to a light rolling boil .
Use a slotted spoon to place each pretzel in the baking soda bath for 30 seconds (I recommend only doing 2 at a time maximum). Once done place on a baking sheet, leaving room to expand in the oven.
Scatter over sesame seeds and bake 20 minutes, until golden. Let cool a little before serving (although these are definitely best eaten warm with a side of spicy ranch or similar).