Stir the warm water, sugar, and yeast together in a large bowl and let stand for 5 to 10 minutes, until foamy.
Add the melted butter, fine sea salt, and most of the bread flour, then mix until a shaggy dough forms.
Knead for 8 to 10 minutes by hand or 5 to 6 minutes with a dough hook, until smooth, elastic, and slightly tacky.
Cover the dough in a lightly greased bowl and let it rise for about 60 minutes, until doubled.
Preheat the oven to 425°F, line two baking sheets with parchment, and cut the chilled cream cheese into eight batons.
Divide the dough into eight pieces, flatten each into a long strip, place cream cheese in the center, and pinch the seam firmly closed.
Roll each filled piece gently into a rope, form a pretzel shape, and press the ends firmly onto the curve.
Bring a wide pot of water to a gentle boil and carefully add the baking soda in small portions.
Boil each pretzel for 20 to 30 seconds, drain well, transfer to the baking sheets, and sprinkle with coarse sea salt.
Bake for 14 to 16 minutes, rotating the pans once, until deeply golden, then cool for at least 10 minutes.