01 - Combine flour, yeast, salt, and sugar in a large bowl. Stir in warm water and melted butter until a shaggy dough forms. Knead by hand or stand mixer for 5 to 7 minutes until smooth and elastic. Cover the bowl and let dough rest for 15 minutes.
02 - Brown ground beef and diced onion in a skillet over medium heat for approximately 5 minutes, breaking up beef as it cooks. Drain excess fat. Season with salt, pepper, and garlic powder. Stir in ketchup, mustard, and chopped pickles. Remove from heat and let cool slightly, then fold in shredded cheddar cheese.
03 - Preheat oven to 425°F and line a baking sheet with parchment paper. Divide dough into 16 equal portions. Flatten each piece into a round disc. Place 1 tablespoon of cooled filling in the center, pinch edges tightly to seal, and roll into a smooth ball.
04 - Bring 6 cups of water to a boil in a large pot. Carefully stir in baking soda. Using a slotted spoon, lower each dough ball into the boiling water for 20 seconds, then transfer to the prepared baking sheet.
05 - Brush each boiled bomb with beaten egg and sprinkle generously with coarse salt. Bake for 12 to 15 minutes until deep golden brown. Serve warm with extra ketchup and mustard for dipping.