1/2 teaspoon cayenne pepper, plus more for garnish
3 cups cheddar cheese
Add chopped bratwurst to a skillet set over medium heat and cook halfway. Stir in sliced onion and brown with brats for 5-7 minutes until tender. Reduce heat to low, add salt, and stir in 3/4 of the Dr Pepper. Cook for 16-18 minutes, caramelizing the brats and onions and adding the rest of the Dr Pepper as needed while they cook. Set aside to cool.
Preheat oven to 450°F. Line 2 baking sheets with parchment paper or silicon liners; set aside.
When caramelized brat/onion mixture is cool, combine with cheeses and fresh jalapeños in a medium bowl. Mix together well and set near large open workspace.
Pour the beer into the bowl of a stand mixer fitted with a dough hook (you can also knead by hand in a large bowl.) Stir in the sugar, then sprinkle the yeast on top and stir again. Allow mixture to sit, blooming the yeast for 5-10 minutes until foamy.
In a small bowl, beat egg; set near workspace. Sprinkle clean counter top (workspace) with a 1/3 cup of flour.
Add flour and salt to beer/yeast mix. Knead for 3- 5 minutes until the dough comes together in a ball, adding more flour a tablespoon at a time as needed to get it to the proper consistency. Dough should be slightly tacky when you pull it out of the mixer.
Remove dough to floured counter top and knead in flour until it is no longer tacky, 1-2 minutes. Form dough into a ball, then cut ball into quarters using a bench knife or other large blade. Roll each quarter into a log, then cut that into 3 pieces. Roll each of those pieces into logs, then cut them into 3 pieces - yielding 36 pieces of dough.
Fill a medium bowl with 2 cups of hot water and stir in baking soda (you will have to do this about every 12 balls.) Set near workspace.
Working with one at a time, roll each dough piece into a ball and flatten it into a circle in your palm. Use a small cookie scoop to add about 1 tablespoon of bratwurst filling in the center. Carefully pull each side over the filling to cover it, then pinch the edges closed. Once again roll the dough into a ball, being careful to repair tears so there is no exposed filling. Set aside and repeat until you have 3 completed dough balls.
Transfer the dough balls into hot water mixture and make 3 more. Remove dough balls from water mixture with a slotted spoon and place on prepared baking sheet. Repeat process with the 3 newly prepared balls. Repeat until all dough balls are on the baking sheets, arranging them as best you can so they are not touching.
Brush the balls with egg wash and sprinkle each with kosher salt.
Bake on center racks for 15-20 minutes until browned. Remove from oven and allow to cool slightly, then serve with beer cheese dip.
Beer Cheese Dip
In a medium saucepan set over medium heat, melt butter.
Whisk in flour and allow to cook for 2-3 minutes. Remove from heat and add milk, beer, and spices. Mix well.
Return pan to heat and stir for 2-3 minutes until mixture begins to bubble.
Add cheese 1 cup at a time, whisking well until melted. Remove from heat and season as desired with more salt. Pour into serving bowl and sprinkle with more cayenne pepper.