Preheat the oven to 425˚F (220˚C). Line a baking sheet with parchment paper.
Cut the pizza dough into 14 evenly sized pieces. Working one at a time, stretch out a piece of dough into a long strip, about 8 inches (20 centimeters) long.
Place a piece of cheese at the top, followed by a meatball, and roll up the cheese and meatball in the dough. Rotate halfway through rolling to ensure you are completely encasing the cheese and meet in the dough. Pull tightly and use any remaining slack to cover any possible gaps/holes. Press the dough into itself to seal and place on the prepared baking sheet. Repeat with the remaining dough, cheese, and meatballs.
In a medium saucepan over high heat, bring the 5 cups of water to a boil. Once boiling, add the baking soda and stir to dissolve. Return the pot to a boil.
In batches (about 3-5 at a time), add the rolled dough balls to the pot and boil for 20-30 seconds, stirring gently. Remove and dab on paper towels before placing back on the baking sheet. Repeat with remaining dough balls.
Brush each boiled ball with beaten egg, then sprinkle with coarse sea salt.
Bake for 15-20 minutes, until the outsides have browned. Serve warm with mustard, if desired.
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