In a large bowl, dissolve the yeast and sugar in warm water. Let it sit for about 5 minutes until it becomes frothy.
Add the flour and salt to the yeast mixture. Mix until a dough forms.
Knead the dough on a floured surface for about 5-7 minutes until smooth and elastic.
Place the dough in a greased bowl, cover, and let it rise in a warm place for about 1 hour or until doubled in size.
Preheat your oven to 450°F (230°C). Line a baking sheet with parchment paper.
In a large pot, bring 10 cups of water and the baking soda to a boil.
Divide the dough into 8 equal pieces. Roll each piece into a long rope and shape into a pretzel.
Using a slotted spoon, dip each pretzel into the boiling water for about 30 seconds. Remove and place on the prepared baking sheet.
Brush each pretzel with the beaten egg and sprinkle with coarse salt.
Bake for 12-15 minutes or until golden brown. Let cool on a wire rack before serving.