In a large bowl, dissolve the yeast in warm water. Let sit for 5 minutes until foamy.
Stir in salt and sugar until dissolved. Gradually add the flour and stir until a dough forms.
Knead dough on a floured surface for 5 minutes until smooth and elastic.
Place dough in a greased bowl, cover, and let rise for 1 hour or until doubled in size.
Preheat oven to 425°F. Line two baking sheets with parchment paper.
Bring a large pot of water to a boil. Add baking soda carefully (it will foam up).
Divide dough into 6 pieces. Roll each into a rope and cut into 1-inch bites.
Working in batches, boil pretzel bites for 30 seconds. Remove with a slotted spoon and place on baking sheet.
Brush with beaten egg and sprinkle with coarse salt.
Bake for 12-15 minutes or until golden brown. Let cool slightly before serving.