Preheat oven to 400°F. Line two baking sheets with parchment paper or silicone mats.
Pour warm water into the bowl of a stand mixer fitted with a dough hook attachment, stir in yeast packet and sugar. Allow yeast to bloom for 5-10 minutes. Once it's foamy on top, you're ready to continue. (It should look like the 'head' of a beer poured too quickly and smells yeasty.)
Add flour and salt to stand mixer. Knead for 3-5 minutes until the dough comes together in a ball. If the dough is sticky, add more flour a tablespoon at a time. The dough should be tacky, but not sticky when you take it out of the mixer. Place dough on floured counter top and knead in flour for a minute or two until it's no longer tacky. Form dough into a ball.
To make 36 fairly even pieces for stuffing, cut dough ball into quarters using a pastry cutter or butter knife. Roll each quarter into a thick log and cut that into 3 pieces. Roll each of those pieces into a log and cut into 3 more pieces. When you are done you will have a total of 36 pieces.
In a medium bowl, mix together cheeses, bacon, and jalapeños until completely combined. Divide the cheese mixture into scant 1 tablespoon portions. Form each portion into a tater tot shape.
Roll each piece of dough into a ball and then flatten into a rectangular shape. place one cheese mixture portion in the center of the dough. Carefully pull the sides of dough over the cheese and pinch edges closed. Form the dough into a rectangular-ish bite shape. Repeat until all 36 bites are stuffed and shaped.
Bring water to a simmer in a medium pot. Once hot add the baking soda (the water will foam up, it's okay). Add 4-6 pretzel bites to the water at a time. Boil for 30 seconds being sure to turn the bites so all sides are coated. Remove to the prepared baking sheets. Repeat until all pretzels have been boiled. Arrange pretzel bites so they are not touching, then sprinkle with kosher salt.
Bake for 18 to 22 minutes until the bites are golden brown. (Some of the filling may ooze out a bit during baking.) Carefully remove from the oven and transfer to a wire rack to cool. Serve warm or at room temperature.
If fresh jalapenos are not available, you can substitute one 4-ounce can of diced jalapenos.