Combine warm water, sugar, and yeast in a bowl. Let sit 5 minutes until frothy.
Add butter, salt, and flour. Stir until dough forms. Mix in cheddar and jalapeños.
Knead for 5–7 minutes, then let rise 1 hour.
Preheat oven to 425°F (220°C). Boil 10 cups of water with baking soda.
Shape dough into ropes and cut into 1½-inch bites.
Boil bites 30 seconds, then place on parchment-lined baking sheet.
Brush with egg wash, sprinkle with salt, and bake 12–15 minutes until golden.
Brush with butter and serve warm.