In a small bowl, stir warm water, yeast, and sugar. Let sit 5 minutes until foamy.

In a large bowl, whisk together flour and salt. Pour in the yeast mixture and mix until a shaggy dough forms.

Turn dough onto a floured surface and knead 5–7 minutes until smooth and elastic.

Lightly oil a bowl, place the dough inside, cover with a clean towel or plastic wrap, and let rise 1 hour, or until doubled.

Preheat oven to 450°F (230°C). Line a baking sheet with parchment paper.

Punch down the dough and divide it into small pieces. Roll each piece into a bite-sized ball (about 1 to 1 1/2 inches).

Bring a large pot of water to a boil and carefully add the baking soda. Drop pretzel bites in batches into the boiling water for about 30 seconds each—do not overcrowd.

Use a slotted spoon to lift them out and drain. Place boiled bites on the prepared baking sheet.

Brush each lightly with beaten egg. Sprinkle with coarse sea salt.

Bake 12–15 minutes, until deep golden brown. Let cool briefly and serve warm with your favorite cheese dip.