Whisk together water and yeast in a large mixing bowl. Let sit for five minutes. It should get a little frothy.
Stir in barley malt syrup.
Stir in bread flour, rye flour, cocoa powder, and salt.
Transfer to a clean work surface and knead until smooth, about five minutes. You won't need to put down any additional flour as the dough is not sticky.
Transfer to an oiled bowl, cover, and place in a warm place to rise until it doubles - about one hour.
Punch down the dough.
Use a bench scraper or knife to cut the dough into quarters. Then, cut each quarter into four pieces.
Press each dough piece into a flat disc.
Wrap each piece of cheese in just enough prosciutto to go around the entire cheese piece.
Place one wrapped cheese piece in the center of each dough disc.
For each disc, grab two opposing edges of the disc, pull up over the filling, and press together to seal. Repeat with the other two edges, ensuring that the cheese is completely covered. Roll into a ball shape.
Place completed balls on two baking sheets. Loosely cover with towels and set in a warm place to rest for an hour. The dough will rise a little over this time although it won't quite double.
Water Bath, Topping, and Baking Instructions
Preheat oven to 500 F.
Prepare water bath by bringing water and baking soda to a boil in a large pot.
Add a few dough balls at a time to the boiling water. Leave in the water for about one minute, remove with a slotted spoon, and place on Silpat- or parchment-lined baking sheets. (Although lining the baking sheet isn't a requirement, it will save you a rough cleanup in the event that the cheese spills out of the pretzels and burns onto the cookie sheet.)
Dust pretzel balls with cornmeal.
Slice an "x" into the top of each ball. Don't be shy about cutting deep into the dough. This "x" is not just for aesthetics; it provides a release for the steam that will build up inside the ball as it bakes. This keeps the cheese from exploding out of the side or the bottom of the ball. Some cheese may escape out of the top of the ball during the bake and that is not a bad thing.
Lower oven temperature to 450 F.
Bake for 10 minutes or until pretzels are dark and somewhat glossy.
Eat hot, but be careful not to burn yourself on the cheese and end up with that annoying hanging thing on your palate.