Preheat the oven to 400 degrees Fahrenheit.
Add the warm water to a mixing bowl and sprinkle in the yeast and sugar. Stir to combine.
Let the yeast activate for 5 minutes.
In the meantime, bring 6 cups of water to a boil over high heat. Add the baking soda and stir. (Note that the baking soda will bubble up so it’s best to use a deep boiling pot.)
Once the yeast has puffed up, stir in the ½ teaspoon of salt and 2 cups of flour until combined.
Continue adding flour until the dough starts to pull away from the sides of the bowl.
Then scoop the dough out onto a well-floured surface and knead it for 5 minutes. Add extra flour if the dough becomes too sticky to handle.
Cut the dough into 4 parts. Roll each piece into a long rope to the thickness of pretzel that you prefer and cut the ropes into ½ inch pieces. Lightly tuck or form the pinched end of the pieces so that they don’t look flat.
Spray a large baking tray with sides with butter spray and set aside.
Using a slotted spoon, add 8-10 pretzel pieces to the boiling baking soda water for 20 seconds. Drain and add them to the baking tray. Repeat with the remaining dough pieces.
Arrange the pretzel pieces on the baking tray. (You can arrange them fairly tightly as they will not expand.)
Whisk the egg and ¼ cup of water together, brush it onto the pretzels and sprinkle the course sea salt on as well.
Bake for 7-8 minutes, or until the tops turn a golden-brown color. Turn the pan around half-way through to bake evenly.
Serve immediately with cheese dip, mustard, or honey mustard as desired.