Preheat the oven to 450°F. Prepare 2 baking sheets with a silicone mat or parchment paper.

Fill an 8-quart pot with water and bring to a boil over medium-high heat. Sprinkle clean countertop with flour.

Place 8 dinner rolls on a microwave-safe plate and microwave on defrost for about 2-4 minutes (or until dough is no longer frozen, but not cooked). Remove dough balls from the plate and place them on your floured countertop. Flip the dough balls in the flour so they are all lightly coated in flour. Repeat with the remaining dinner rolls, until all dinner rolls are defrosted.

Flatten and stretch one piece of dough, on the floured board, like you are making a mini pizza. Stretch dough to about 3-4” across. You can use a rolling pin if you like. I love to use a small wooden dowel rolling pin, it is perfect for the job.

Place one scoop (1 1/2 tablespoon scoop) of sloppy joe in the center of your dough and use the back of the scoop to spread it out over most of the dough. Add a cube of cheese in the center of the rolled dough.

Pull the top and bottom edges of the dough together and then the left and right edges. Continue pulling up the edges (pushing the filling back inside as needed) until you have closed the dough. Pinch the dough together to create a ball. If the ball won’t seal, tap your fingertips into the flour and then crimp the seal together.

Place the dough balls on your baking sheet, repeat until they are all on the baking sheet.

Remove boiling water from heat. Carefully, add baking soda to boiling water a sprinkle at a time. USE CAUTION: IT WILL BUBBLE UP. DO NOT PUT HANDS THROUGH BUBBLED UP WATER. YOU WILL GET BURNED. Place dough balls into water a few at a time. Remove with a slotted spoon after 30 seconds. Place on the baking sheet, so they are not touching, 12 to a baking sheet. Repeat until all Sloppy Joe Bombs are on the baking sheets.

Beat the egg and water, in a small bowl. Gently brush the egg wash onto dough balls and sprinkle with pretzel salt.

Bake for 8-10 minutes until the tops are nice and pretzel-y brown, rotating the trays half way through the cook time.

The ooey-gooey cheese may escape some of your Sloppy Joe bombs. That is a beautiful thing! Scoop all that cheesy goodness up onto the plate and serve. Your guests will go crazy over them.

Remove the bombs from the oven. Serve and enjoy!