Prepare the yeast mixture:
In a small bowl, combine warm water, yeast, and sugar. Stir to dissolve the yeast and let it sit for about 5 minutes until foamy.

Make the pretzel dough:
In a large bowl, combine the flour and salt. Create a well in the center and pour in the yeast mixture along with olive oil (or melted butter). Stir until the dough starts to come together.

Add the chopped jalapeños and shredded cheddar cheese, then mix until fully incorporated.

Knead the dough on a floured surface for 5-7 minutes until smooth and elastic. Alternatively, use a stand mixer with a dough hook for 3-4 minutes.

Let the dough rise:
Place the dough in a lightly oiled bowl and cover it with a kitchen towel. Let it rise for about 1 hour or until it doubles in size.

Shape the pretzel twists:
Preheat your oven to 425°F (220°C). Line two baking sheets with parchment paper.

Punch down the dough and divide it into 8 equal pieces. Roll each piece into a 12-inch rope and twist it into a pretzel shape. Place the pretzels on the prepared baking sheets.

Boil the pretzels:
In a large pot, bring 10 cups of water to a boil. Add baking soda to the water (it will bubble up).

Carefully drop each pretzel into the boiling water, one at a time. Boil for 30 seconds, then use a slotted spoon to remove them and place them back on the baking sheet.

Bake the pretzels:
Brush each pretzel with melted butter and sprinkle with coarse sea salt. Bake in the preheated oven for 12-15 minutes, or until golden brown and cooked through.

Serve:
Let the pretzels cool slightly before serving. Enjoy them warm with your favorite dipping sauce, such as mustard, ranch, or spicy cheese dip!