Activate the yeast by combining warm water, active dry yeast, and granulated sugar in a medium bowl. Let it sit for about 5 minutes until frothy.

Prepare the dough by whisking together flour and salt in a large bowl, then add activated yeast mixture and stir until a shaggy dough forms.

Knead the dough on a floured surface for 5-7 minutes until smooth and elastic.

Rise the dough by shaping it into a ball, placing it in a greased bowl, covering it, and letting it rise until doubled in size, about 1 hour.

Preheat the oven to 450°F and line baking sheets with parchment paper.

Create a soda bath by boiling 10 cups of water and stirring in baking soda.

Shape the dogs by dividing the risen dough into 8 pieces and rolling each into long ropes.

Wrap each hot dog with cheese and then with the rolled dough, pinching seams to secure.

Boil each wrapped dog in the soda bath for 30 seconds per side using a slotted spoon.

Prepare for baking by transferring the boiled dogs to lined sheets, brushing with beaten egg, and sprinkling coarse salt on top.

Bake for 12-15 minutes until golden brown.

Cool on a wire rack briefly before serving.