01 - Preheat oven to 425°F. Line a baking sheet with parchment paper.
02 - Whisk together flour, sugar, baking powder, baking soda, and salt in a large bowl.
03 - Incorporate cold butter cubes using a pastry cutter or fingers until mixture forms coarse crumbs.
04 - Stir in cold buttermilk until a soft dough forms, taking care not to overmix.
05 - Turn dough out onto a lightly floured surface, gently knead 2–3 times, then pat into a 3/4-inch thick rectangle.
06 - Cut dough into 12 equal pieces and flatten each into a small circle.
07 - Place one cube of mozzarella and one cube of cheddar in the center of each circle, then pinch dough edges to seal tightly, forming a ball.
08 - Bring water and baking soda to a gentle simmer in a saucepan.
09 - In batches, carefully lower biscuit bombs into the simmering bath for 20 seconds. Remove using a slotted spoon and set seam-side down on lined baking sheet.
10 - Brush bombs with melted butter and sprinkle with coarse kosher salt.
11 - Bake for 12–15 minutes until golden brown.
12 - Let cool slightly before serving.