In a large bowl, combine warm water, yeast, and sugar. Let it sit for about 5 minutes until frothy.

Add flour and salt, mixing until a dough forms.

Knead the dough on a floured surface for about 5 minutes until smooth.

Place the dough in a greased bowl, cover with a towel, and let it rise in a warm area for about 1 hour, or until doubled in size.

Preheat the oven to 425°F. Line a baking sheet with parchment paper.

In a large pot, bring about 10 cups of water to a boil and add baking soda.

Punch down the risen dough and divide it into 8 equal pieces.

Roll each piece into a long rope, about 12 inches long, and wrap it around each hot dog, starting from one end and spiraling down to the other.

Carefully place each wrapped hot dog into the boiling baking soda water for about 30 seconds.

Remove with a slotted spoon and place on the prepared baking sheet.

Brush each pretzel dog with the beaten egg and sprinkle with coarse sea salt.

Bake for 12-15 minutes, or until golden brown.

Let cool slightly before serving.