Combine the warm water, honey, and active dry yeast in a large mixing bowl and let stand for 5–10 minutes, until the mixture becomes lightly foamy.
Add the olive oil and salt, then gradually mix in the flour until a dough forms. Transfer the dough to a lightly floured surface and knead for 6–8 minutes, until smooth and elastic.
Place the dough in a lightly oiled bowl, cover, and let rise in a warm, draft-free area for 60–75 minutes, or until approximately doubled in size.
While the dough rises, heat 1 tablespoon olive oil in a skillet over medium heat. Add the diced shallot and cook for 2–3 minutes until softened, then add the garlic and cook for 30–60 seconds.
Add the shredded smoked brisket, oregano, smoked paprika, black pepper, lemon zest, and parsley. Cook for 2–3 minutes, stirring until the brisket is warmed and the seasonings are evenly distributed. Remove from heat.
Melt the butter in a small saucepan over medium-low heat. Whisk in the flour and cook for 1 minute, then gradually whisk in the beer and milk until smooth and slightly thickened.
Reduce the heat to low and gradually stir in the cheddar and cream cheese until completely melted and smooth. Add the garlic powder, black pepper, and smoked paprika, then remove from the heat.
Stir the beer cheese into the seasoned brisket and gently fold in the feta. Allow the filling to cool until warm or room temperature; refrigerate for 20–30 minutes if needed to make it easier to handle.
Preheat the oven to 425°F (220°C) and line a large baking sheet with parchment paper.
Gently deflate the risen dough and divide it into 16 equal pieces. Roll each piece into a ball, then flatten it into a roughly 4-inch round.
Place approximately 1½ tablespoons of the brisket and beer cheese filling in the center of each dough round. Pull the edges up around the filling and pinch the seams firmly closed, then gently roll into a smooth ball with the seam underneath.
Bring 8 cups water to a gentle boil in a large pot and carefully add the baking soda. Reduce to a steady simmer, then dip the pretzel bombs in batches for 20–30 seconds.
Remove each pretzel bomb with a slotted spoon and place it on the prepared baking sheet. Whisk the egg with 1 tablespoon water and brush a light coating over each pretzel bomb.
Sprinkle each pretzel bomb lightly with flaky sea salt, then bake for 14–18 minutes, until deeply golden brown and cooked through.
Remove from the oven and allow the pretzel bombs to rest for 5–10 minutes before serving. Finish with fresh parsley or lemon zest and serve warm with tzatziki, garlic yogurt sauce, tahini-lemon sauce, or another preferred dipping sauce.