Whisk together the water, yeast and sugar in the bowl of a stand mixer. Allow the mixture to proof for 6 minutes.
While the yeast is proofing, whisk/sift together the flour and sea salt.
Attach the dough hook to the stand mixer. Mix on low speed until the dough comes together and then turn the speed up to medium-low and mix for 3 minutes. Turn the speed up to medium and mix for another 2 minutes.
Form the dough into a tight ball and place into a lightly greased bowl. Cover with a clean kitchen towel and allow the dough to double in size, approximately one hour. Remove the towel and gently punch down the dough.
Lightly grease a baking sheet (I use baking spray with flour for this step, but vegetable oil will work). Using a kitchen scale, divide the dough into 8 even balls (each will be around or just slightly less than 3 ounces). Roll each ball tightly and pinch the bottoms. Place the balls pinched side down on the baking sheet, cover with a towel and allow the dough to rise for another 20 minutes.
Preheat the oven to 425 degrees F. Bring the 4 quarts of water to a boil with the baking soda. In batches, cook the rolls for 30 seconds per side. Remove with a slotted spoon and place onto a clean, greased baking sheet (do not use parchment paper or the rolls will stick).
Whisk together the egg with a tablespoon of water. Brush the egg wash on top of each roll and sprinkle generously with coarse sea salt.
Using a sharp knife, slice an X in the top of each roll.
Bake for 15-17 minutes or until golden brown on top. Enjoy warm with unsalted butter, dip into soups and stews, or use as a sandwich bun!
Store pretzel buns in an airtight container at room temperature for up to 3 days.