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 mixer for 5–7 minutes until smooth and elastic. Cover and let rest for 15 minutes.
02 - Cook ground beef and onion in a skillet over medium heat until beef is browned and onion is softened, approximately 5 minutes. Drain excess fat. Stir in salt, pepper, garlic powder, ketchup, mustard, and pickles. Remove from heat and cool slightly, then mix in shredded cheddar.
03 - Preheat oven to 425°F and line a baking sheet with parchment paper. Divide dough into 16 equal pieces. Flatten each piece into a round. Place 1 tablespoon of filling in the center, pinch edges tightly to seal, and roll into a smooth ball.
04 - Bring water to a rolling boil in a large pot. Carefully stir in baking soda. Boil each dough ball for 20 seconds, then remove with a slotted spoon and transfer to the prepared baking sheet.
05 - Brush each bomb with beaten egg and sprinkle generously with coarse salt. Bake for 12–15 minutes until deep golden brown. Serve warm with additional ketchup or mustard for dipping.