In a mixing bowl, combine warm water and yeast; let sit until frothy (about 5 minutes). Mix in flour, salt, and rosemary to form a soft dough.

Knead on a floured surface for about 5 minutes until smooth and elastic. Place in an oiled bowl; cover and let rise in a warm area until doubled in size (about 1 hour).

Preheat oven to 425°F. Punch down the dough, divide it into eight pieces, roll into ropes, and twist into pretzel shapes on a parchment-lined baking sheet.

Boil each pretzel in a simmering baking soda solution for 30 seconds per side; return to the baking sheet.

Make small cuts on top of each pretzel and stuff with mozzarella cubes.

Brush with egg wash and bake for approximately 15 minutes or until golden brown.