In the bowl of an electric mixer fitted with the hook attachment, combine the water, sugar, and sea salt. Sprinkle the yeast on top. Let rest for 5 minutes, the mixture should start to foam. Add the flour and butter and start the machine, mixing on the low setting until well combined. Once combined, increase the speed to medium and let knead for 4 -5 minutes. Oil a large bowl with the oil and place the dough inside. Cover with plastic wrap loosely and let the dough rise for about 50 minutes or until the dough doubles in size. (see note for quicker rising method).

Turn the dough out onto a lightly oiled surface. Divide the dough into 16 golf ball-sized pieces. Roll out each piece into a 10-inch rope. Wrap the rope around the hot dog, making sure the two end pieces are secured to the sides.

Preheat the oven to 450 degrees F. Line 2 baking sheets with parchment paper or silicone mats.

Bring 10 cups of water and the baking soda to a boil. Place the pretzel dogs in the water one at a time for 30 seconds. Using a large slotted spoon remove them from the water and place them on the lined baking sheet.

Brush the tops with the beaten egg yolk and water mixture and sprinkle lightly with the coarse salt. Bake for 12-14 minutes. Transfer to a cooling rack to allow pretzel dogs to cool for a few minutes before serving.