In a large mixing bowl, combine the warm water, sugar, and yeast. Let sit for about 5 minutes, or until the mixture becomes frothy.
Add the flour and salt to the yeast mixture, and stir until a dough forms. Knead the dough on a floured surface for about 8-10 minutes, or until it becomes smooth and elastic.
Place the dough in a greased bowl, cover with a towel, and let it rise in a warm place for about 1 hour, or until it has doubled in size.
Preheat the oven to 425°F (220°C). Line a baking sheet with parchment paper.
Bring a large pot of water to a boil, and add the baking soda.
Divide the dough into 12 equal pieces. Roll each piece into a long rope, about 18 inches in length. Shape the ropes into pretzel shapes.
Gently drop the pretzel rolls into the boiling water for about 30 seconds, then remove them with a slotted spoon and place them on the prepared baking sheet.
In a small bowl, whisk together the egg yolk and 1 tbsp of water. Brush the egg wash over the pretzel rolls and sprinkle them with coarse salt.
Bake for about 12-15 minutes, or until the rolls are golden brown.
Serve warm with butter or your favorite dipping sauce.