Preheat your oven to 425°F.
In a large bowl, microwave the water for about 30 seconds or until lukewarm. Stir in the active dry yeast and let sit for a few minutes until the yeast dissolves and is foamy.
Stir in the remaining ingredients until a dough forms and knead the dough for 2 minutes. You can do this in a stand mixer with a dough hook attachment or just knead the dough by hand.
Add the baking soda and water to a large pot and bring to a boil.
Divide the dough into 8 equal portions. Roll each portion into a long, skinny rope, about 20-22" long.
Shape into pretzels by taking each rope and turning upwards into a 'u' shape. Then take the two ends and wrap them around each other twice, then bring them back down to the curved part of the u.
Once all of the pretzels are formed, add them to the boiling water, 1 at a time, and boil for 10-20 seconds. Don't leave them in the boiling water for too long or they will have a metallic taste.
Remove the pretzels with a slotted spoon and arrange on a baking sheet lined with parchment paper. Brush each with the beaten egg and sprinkle coarse salt on top.
Bake in the preheated oven for 15-20 minutes until the tops are golden brown.