Prepare the Dough. In a large mixing bowl, combine the warm water, sugar, and active dry yeast. Let the mixture sit for about 5 minutes, or until it becomes foamy. Add the salt and flour, and knead until a smooth dough forms.
Let the Dough Rise. Place the dough in a greased bowl, cover it with a clean kitchen towel, and let it rise in a warm place for about 1 hour, or until it doubles in size.
Shape the Dough. Once the dough has risen, punch it down and divide it into small pieces. Roll each piece into a ball and place them on a parchment-lined baking sheet.
Boil the Pretzel Bites. In a large pot, bring water and baking soda to a boil. Drop the pretzel bites into the boiling water in batches, and let them cook for about 30 seconds. Remove them with a slotted spoon and place them back on the baking sheet.
Bake. Brush them with egg wash and sprinkle them with coarse salt. Bake in a preheated 425F oven for 12-15 minutes, or until golden brown and cooked through.
Serve. Let the Pretzel Bites cool slightly before serving. Enjoy them warm with your favorite dipping sauces.