Place all of the ingredients for the dough into a bowl and mix until well-combined. Knead the dough by hand for about 5 minutes, until it's soft, smooth, and slightly sticky. If dough is too sticky, add in a tablespoon of flour and mix until it gets to the right consistency.
Place the dough in a large bowl and cover it with a clean cloth napkin. Let it rest for 30 minutes. While it's resting, prepare the filling and the topping.
After the dough is finished resting, preheat the oven to 400 degrees. Line 2 large baking sheets with parchment paper and set aside. Transfer the dough onto a lightly greased work surface and divide it into two equal pieces.
Roll the pieces of dough into long ropes about 3 inches wide and thick enough that it can withstand the weight of some filling, about a little less than 1/4th of an inch thick.
Layer the crumbled cotija cheese and the chorizo into the middle of each long rope of dough, leaving some room on the edges.
Carefully pinch together the sides of the rope using your fingers. Make sure the sides are completely secure and as closed as possible. Some filling may fall out. That's okay! Just stuff it back in or let it fall out and keep going.
When both ropes of dough have been pinched together, carefully cut each rope into 14-16 bites. Then pinch together the ends of all the pretzel bites to make sure all of the filling is secured.
Transfer the pretzel bites into a large bowl or pan. Pour the baking soda solution on top of the bites and let them sit in the solution for about 15 seconds. Carefully remove them from the solution and place them onto the baking sheets. Lightly sprinkle pretzels with coarse sea salt.
Bake the pretzel bites for 12 to 15 minutes, until golden brown. Remove them from the oven, and brush the tops with melted butter. Sprinkle with more coarse sea salt if desired and enjoy!
For the filling
While the dough is resting, prepare the filling: remove casing from chorizo link and cook in small frying pan over medium-high heat.
Crumble into ground meat and transfer it into a small bowl lined with a paper towel to soak up any excess fat. Set aside.
For the topping
While the dough is resting, prepare the topping: combine the boiling water and baking soda. Stir until the baking soda is totally dissolved and set aside.