Combine warm water, sugar, salt and yeast in the bowl of a stand mixer. Gently stir and let sit for 5-10 minutes until the yeast froths.
Fitted with a dough hook, turn the mixer to low and gradually add in the flours and melted butter.
Once combined, turn the mixer to medium-low speed and mix for about 5 more minutes until the dough is pulling away from the sides of the bowl and smooth.
Turn the dough out onto the counter, knead a few times and place in a greased bowl. Cover with a towel and let rise for about 1 hour until doubled in size.
Meanwhile, combine the apples, cinnamon, nutmeg, cloves and flour in a small bowl.
Once risen, poke a hole in the middle of the dough and add the apple mixture.
Turn out onto a floured surface and knead to incorporate the apple mixture evenly in the dough.
Bring a large pot of water and the 2/3 cup baking soda to a boil on the stove top, preheat oven to 450 degrees and line two baking sheets with parchment paper.
Cut the dough into 12 even pieces.
Roll each piece into a long strand about 15-16 inches long.
Fold the strand in half and twist each piece around the other securing at the bottom by pressing the two pieces together. Place on the baking sheet.
Drop each pretzel twist into the boiling water one at a time for 30 seconds. Remove with a slotted spoon or strainer and place back on the baking sheet.
Whisk the egg yolk and water together in a small bowl and combine the brown sugar and cinnamon in another small bowl.
Brush each boiled pretzel with the egg wash and sprinkle with the cinnamon sugar mixture.
Bake for 10-12 minutes.
Remove from the oven, let cool a few minutes before serving.
Drizzle with caramel sauce if desired. I used a delicious goat's milk caramel.