Start by combining warm water and instant yeast in a large bowl or stand mixer. Stir in the salt, garlic powder, sugar, and melted butter. Gradually add the flour, mixing until the dough comes together. Knead until smooth and elastic, then let it rest for 10 minutes while you prepare the baking soda bath.
Divide the dough into 8–10 equal portions. Roll each piece into a long rope. Sprinkle shredded cheddar along the length of each rope and press jalapeño slices into the dough. Twist two ropes together to form a braided pretzel shape, pinching the ends to seal.
Bring water and baking soda to a boil in a large pot. Dip each twist into the boiling water for 20–30 seconds. This step gives the pretzels their chewy texture and golden-brown finish.
Place the boiled twists on a parchment-lined baking sheet. Brush them with melted butter, sprinkle extra cheddar cheese, and press in more jalapeño slices. Finish with a pinch of coarse sea salt.
Preheat your oven to 400°F. Bake the twists for 18–20 minutes, or until golden brown and the cheese is bubbling. Serve warm with your favorite dips!