Start by making the pretzel dough. I do this all in a stand mixer. If you are using active dry yeast mix the sugar and water together. Sprinkle the yeast on top and allow to sit (i.e. bloom) for about 10 minutes. It should get bubbly. If you are using instant (or rapid rise) yeast you can simply mix the dry ingredients together, then add the water and butter.
After the yeast has bloomed mix in the butter and the flour. Add 3 1/2 cups of flour to the yeasty water and mix using a dough hook attachment. Slowly add more flour a cup at a time until the dough forms a ball that is pulling away from the side of the bowl.
Transfer dough to a lightly greased bowl, cover with plastic wrap and allow to rise in a warm place until it is doubled in size. This will take about 1 to 1 and a half hours (a little less time if you use rapid rise yeast). My oven has a proof setting that I use. If you don't have this, then turn your oven on the lowest setting and allow to preheat. Once it has reached that turn the oven off and then put your dough in.
After the dough has risen punch down and split into 8 parts.
Start boiling the water and add the baking soda to it.
Take one of the dough parts and roll it into a thin rectangle.
Layer the meats and cheese how you would like. Then fold in the short sides about half and inch. Starting from one long side roll the dough and meat up.
Once the water and baking soda is boiling put one-two strombolis in the bath and allow to boil for about 30-45 seconds. Then take out and put on the baking sheet that has been lined with parchment paper or a silicone mat.
Next brush beaten egg over each stromboli. If desired lightly, lightly, salt. Keep in mind most lunch meat is pretty salty.
Bake at 375° for about 15 minutes. Then, if desired turn the broiler on to get them more brown.