In a large mixing bowl, combine the warm water with the proofed yeast and sugar. Let sit for about 5 minutes until the mixture becomes foamy and fragrant, signaling that the yeast is active.
Add the flour and salt to the yeast mixture. Knead the ingredients together until the dough is smooth, elastic, and slightly sticky, about 8 minutes. The dough should spring back when pressed.
Divide the dough into small equal pieces, about the size of a walnut. Roll each piece into a ball, then gently flatten each ball into a small disc.
Bring a large saucepan filled with water to a boil. Add the baking soda carefully, stirring until dissolved. This creates the pretzel bath that gives the pretzels their characteristic chewy crust.
Drop a few pretzel bites into the boiling water at a time. Let them cook for about 30 seconds until they float and the surface starts to crackle. Use a slotted spoon to remove them carefully.
Place the boiled pretzel bites onto the prepared baking sheet lined with parchment paper. Repeat with the remaining pieces. Once all are on the sheet, brush the tops with beaten egg for a shiny finish and sprinkle generously with coarse salt.
Bake the pretzel bites in a preheated oven at 430°F (220°C) for 12-15 minutes, or until they turn a deep golden brown. The aroma of baking dough and salted crust will fill your kitchen.
Remove the pretzel bites from the oven and let them cool slightly on a wire rack. The bites should feel puffy and have a shiny, crisp exterior.
Serve warm with your favorite dipping sauces like cheese, mustard, or honey mustard. These bites are best enjoyed fresh but can be stored in an airtight container for a day.