In a large bowl, combine the warm water, yeast, and sugar. Stir and let sit for 5 minutes until foamy.
Add the flour and salt to the yeast mixture. Stir until a shaggy dough forms.
Knead the dough on a floured surface for 5–7 minutes until smooth and elastic.
Place dough in a greased bowl, cover, and let rise in a warm spot for 1 hour, or until doubled in size.
Preheat the oven to 450°F (232°C). Line two baking sheets with parchment paper.
Bring 10 cups of water and the baking soda to a boil in a large pot.
Turn the dough out onto a floured surface and divide into 8 equal pieces.
Roll each piece into a 20–24 inch rope, then twist into a pretzel shape.
One at a time, carefully dip each pretzel into the boiling baking soda water for 20–30 seconds. Use a slotted spatula to remove and place on the prepared baking sheets.
Brush each pretzel with the beaten egg and sprinkle with coarse salt.
Bake for 12–15 minutes until deeply golden brown.
Cool slightly before serving warm with your favorite dip.