Take each dough ball and stretch it into a 3” to 3 1/2” flattened round. Without puncturing the center, press a 2”-diameter flat indentation into the center (where a bagel’s hole would be). The bottom of this indentation should be 1/8” to 1/4” thick, with the outer edge of the bun itself about 1/2” to 3/4” thick.
Cover the buns and let them rest and rise at room temperature for 30 to 45 minutes.
After the rest, chill the buns in the refrigerator for about 30 minutes or in the freezer for 15 minutes; this helps to firm them up and makes them easier to dip in the water bath (though you can skip chilling the buns if you’re pressed for time).
While the buns are chilling, make the cheese sauce and set it aside at room temperature.
Preheat the oven to 425°F.
To finish and bake the buns: Prepare the water bath by combining the boiling water with the baking soda in a shallow dish or pan, stirring to dissolve the baking soda as best you can. Let cool until you’re ready to dip the buns.
Place the buns into the water bath and allow them to soak for about 30 seconds. Remove the buns, letting the excess water drip off before placing them back on the baking sheet.
Fill the depression of each bun with a tablespoonful of the filling. Top each with a heaping tablespoon of the cheese sauce. Sprinkle the exposed edges of the buns with coarse kosher or pretzel salt, if desired.
Bake the stuffed buns for 18 to 22 minutes, until deeply browned. Remove them from the oven, allow to cool for 5 to 10 minutes, then serve warm. To garnish, top buns with fresh herbs or a more artistic variation on the filling that’s inside them (e.g. a thin slice of tomato).
Storage information: Store stuffed buns in an airtight container in the refrigerator for up to three days; freeze for longer storage. Reheat stuffed buns in a 350°F oven for about 10 minutes before serving.