Combine the flour and instant yeast in the bowl of a stand mixer. Add the water and butter. Mix on medium speed until the dough is smooth and begins to pull away from the sides of the bowl, about 3 to 4 minutes. If the dough is too wet, add additional flour, 1 tablespoon at a time. Cover the bowl and place in a warm spot 15-20 minutes.Meanwhile, make the casserole. Preheat the oven to 425° F. Heat the olive oil, butter, and onion in a large, oven-safe skillet with sides. Cook until fragrant, about 5 minutes. Whisk in the flour, garlic, paprika, and cayenne and cook until golden, 2 minutes. Gradually whisk in the broth until smooth. Add the broccoli and a large pinch each of salt and pepper. Bring to a simmer, reduce the heat to medium and cook, uncovered, until the broccoli is tender, about 10 minutes.Stir in the milk and 2 cups of cheese until melted and creamy. Let cook 5-10 minutes, until slightly thickened. Remove from the heat. If needed transfer the mix to a casserole dish. Bring a large pot of water to a boil.Remove the pretzel dough from the bowl and place on a floured surface. Divide the dough into 8 equal balls. Add the baking soda to the boiling water. Boil the pretzels, 4 at a time, for 30 seconds. Remove with a large slotted spoon, then place on top of the broccoli. Brush each roll with a beaten egg, sprinkle with salt. Bake until the broccoli is bubbling and the pretzels are golden, 25 minutes. Brush the rolls with melted butter. Top with fresh thyme and enjoy!