Preheat the oven to 450 degrees F. Pour beer into a microwave-safe bowl and heat until it reaches 110-120 degrees F. Pour into the bowl of a stand mixer fitted with a dough hook and sprinkle the yeast over the top. Add sugar and stir. Allow the yeast mixture to sit for 5-10 minutes until foamy and smells like yeast.
Meanwhile, in a medium bowl, mix cheese, cooked bacon, and jalapeños.
In a small bowl, beat egg and set aside. Line a baking sheet with parchment paper and set aside.
Add flour and salt to the mixer bowl. Turn the mixer on to speed 1 for 3-5 minutes until the dough comes together in 1 ball. Add more flour a tablespoon at a time as needed if the bread is too sticky. Turn the speed up to 2 and add flour slowly (1 tablespoon at a time) until the dough is no longer tacky, about 1-2 minutes. Take the dough out of the mixer and form into a ball. In order to divide the dough in pieces, first quarter the dough. Roll each quarter into a fat log. Cut the log into 3 pieces. Roll each piece into a long and cut into 3 more pieces. When you are done, you should have 36 pieces.
Fill a medium bowl with 2 cups of hot water and SLOWLY add baking soda. Place the baking sheet, baking soda after, and the cheese mixture on the counter within reach.
Roll each dough piece into a ball and then flatten it into a circle. Add 1 tablespoon of the cheese mixture in the center. Carefully pull each side over the cheese and pinch to seal the cheese mixture completely inside. Set aside until you have 3 stuffed balls. Transfer the 3 stuffed balls into the hot water mixture. Remove from the water with a slotted spoon and set on the baking pan. Continue until you have filled all the dough pieces. Brush egg wash onto the balls and sprinkle with course salt.
Bake for 8-10 minutes until the tops are browned. Enjoy!