In a large bowl, combine warm water and yeast. Let sit for 5 minutes until foamy.
Add salt, sugar, and flour. Mix and knead until dough is smooth and elastic (about 5 minutes).
Cover the dough and let rise in a warm place for 30 minutes.
Preheat oven to 425°F. Line baking sheet with parchment paper.
Divide dough into 8 equal pieces. Roll each into a 20-inch rope and twist into a pretzel shape.
In a large pot, bring 8 cups of water and baking soda to a boil. Carefully drop pretzels in for 30 seconds, then place on prepared baking sheet.
Brush pretzels with beaten egg and sprinkle with coarse salt.
Bake for 12–15 minutes until golden brown. Serve warm with your favorite dip!