Melt the butter in a small pot over a low heat. Once melted, remove from the heat and set aside to cool slightly.
Combine the warm water, light brown sugar and yeast in bowl of stand mixer fitted with a dough hook. Let sit for 5 minutes until bubbly.
Add the cooled melted butter, beer, flour and salt to the yeast mixture. Mix on a low speed until combined to prevent the flour flying out of the bowl. Once you get a shaggy dough, increase the speed to medium and leave to knead the dough for 6 minutes. If the dough is looking too wet and is sticking to the side of the bowl, add extra all-purpose flour 1 tablespoon at a time until the dough is smooth and only slightly sticky.
Remove the bowl from the mixer and pour in 1 tablespoon of vegetable oil. Lift the dough up and turn it to coat with oil – this will prevent it sticking to the bowl. Cover with a damp tea towel and let sit somewhere warm until doubled in volume, about 1 to 2 hours.
For the filling:
Combine the cheese, garlic, mustard, Worcestershire sauce, beer and cream in a food processor and blend until smooth.
Transfer to a piping bag fitted with a large circular tip and set aside.
Tip the risen dough out onto a lightly floured surface. Punch down and divide into 8 equal pieces. Roll each piece into a ball.
Take one ball and roll out into a snake about 20 inches long with your hands. Use a lightly floured rolling pin to roll this into a rectangle about 3 inches wide. Pipe a narrow strip of the beer cheese filling along the length of dough. Fold the dough in half along its length to seal the filling inside, pinching it together at the top firmly and giving it a gentle roll with your hands to smooth the snake out.
Repeat with the rest of the balls.
Take the two ends of each filled snake and bring them up to form a ‘U’ shape. Cross the ends over each other then fold down over the base of the ‘U’ to make a pretzel shape. Repeat with the remaining dough snakes so you have 8 pretzels.
Place the shaped pretzels onto two baking sheets lined with parchment paper.
Mix the boiling water and baking soda in a medium bowl (it may fizz up when you do this). Use a pastry brush to brush the solution over the shaped pretzels – make sure you keep stirring the solution as you do this as the baking soda will settle at the base of the bowl if you don’t.
Crack the egg into a small bowl and beat lightly with a fork. Brush this over the pretzels too then sprinkle with the grated cheddar.
Preheat the oven to 350 degrees F as you let the pretzels sit for 15 minutes to rise slightly.
Bake for 15-20 minutes until dark-golden (NOTE: some leakage of the filling is inevitable here so don’t worry if some of it comes out on baking).
Let cool for 5 minutes, sprinkle with sliced scallion and serve with any leftover beer cheese for dipping (you can blend it with a bit more cream to make it into a dippable consistency).
NOTE: to reheat pretzels, heat for 15 minutes in 350 degrees F oven.