Dissolve yeast in water.
Stir in flour and cheese.
Knead dough until smooth.
(Add more flour a teaspoon at a time, if too sticky.) Break off walnut sized pieces and roll into 12 inch long ropes.
Twist into pretzel shapes or let the kids make a few shapes of their own.
Place on ungreased cookie sheet and brush with beaten egg.
Bake at 425Â°F. for 5 to 20 minutes.