Preheat oven to 400°. Fill a large pot with 10 c. water and stir in baking soda. Bring to a boil over high heat.
Meanwhile, on a lightly floured surface, roll out dough to a 15" x 12" rectangle. Using a pizza cutter, divide dough into 12 rectangles. Place a frozen cheese stick in the center of each rectangle. Wrap dough around cheese, crimping well and pressing down to seal cheese inside—sealing well is important to prevent dough from popping open.
Working in batches, cook stuffed dough until floating and starting to puff up, about 30 seconds. Using a slotted spoon, transfer to a parchment-lined baking sheet. Brush with egg wash and sprinkle with salt.
Transfer sheet to oven and bake pretzels until golden brown, 8 to 10 minutes. Let cool slightly.
Transfer pretzels to a platter. Serve with marinara alongside.
