To make stuffed pretzels: Prepare the dough through step #4. Take each dough ball and stretch it into a bagel shape about 3" to 4" in diameter (without puncturing the center), leaving a 2”-diameter flat indentation where a bagel’s hole would be. The bottom of this indentation should be 1/8” to 1/4” thick, with the outer edge of the pretzel itself about 1/2” to 3/4” thick.
Continue with the recipe as directed above, starting with step #6 (letting the pretzels rest and rise), and continuing through step #14 (their soak in the water bath).
Once you’ve transferred the soaked pretzels to the baking sheet, fill the depression of each with a tablespoonful of one of the following fillings (or another filling of your choice): sautéed mushrooms; fresh, cooked, or sun-dried tomatoes; diced, roasted vegetables; cooked pancetta or bacon, ham, or other cured meat; smoked fish, or pesto or other savory jam or sauce.
Top each pretzel with a heaping tablespoon of the cheese sauce. Sprinkle the outside of the pretzels with coarse kosher or pretzel salt, if desired.
Bake the stuffed pretzels for 18 to 22 minutes, until deeply browned. Remove them from the oven, allow to cool for 5 to 10 minutes, then serve warm. To garnish, top pretzels with fresh herbs or a more artistic variation on the filling that’s inside them (e.g. a thin slice of tomato).
Store stuffed pretzels in an airtight container in the refrigerator for up to 3 days; freeze for longer storage. Reheat stuffed pretzels in a 350°F oven for about 10 minutes before serving.