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 to 7 minutes until smooth and elastic. Cover and let rest for 15 minutes.
02 - While dough rests, cook ground beef and onion in a skillet over medium heat until beef is browned and onion is soft, about 5 minutes. Drain excess fat. Stir in salt, pepper, garlic powder, ketchup, mustard, and pickles. Remove from heat and let cool slightly, then mix in shredded cheddar.
03 - Preheat oven to 425°F. 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 boil in a large pot. Carefully add baking soda. Boil each dough ball for 20 seconds, then remove with a slotted spoon and place on the prepared baking sheet.
05 - Brush each bomb with beaten egg and sprinkle with coarse salt. Bake for 12 to 15 minutes until deep golden brown. Serve warm with ketchup or mustard for dipping.