Combine warm water, sugar, and yeast in a bowl. Let sit for 5 minutes until frothy.
Add flour, salt, and pumpkin puree to the yeast mixture. Mix until a dough forms.
Knead the dough on a floured surface for 5-7 minutes until smooth and elastic.
Place dough in a greased bowl, cover with a towel, and let rise for 1 hour until doubled.
Punch down the dough, divide into 12 pieces, and roll each into a circle.
Place 1 tablespoon of cheese in the center of each circle, fold over, and seal.
Boil 4 cups of water, add baking soda, and boil each pretzel bite for 30 seconds.
Preheat oven to 425°F. Brush pretzel bites with egg wash and sprinkle with salt.
Bake for 12-15 minutes until golden brown. Let cool slightly before serving.