Mix warm water, sugar, and yeast in a large bowl. Let sit until frothy, about 5 minutes—that aroma and bubbles mean the yeast is active.
Add flour, salt, and olive oil to the yeast mixture. Stir until a shaggy dough forms, then knead on a floured surface until smooth and elastic, about 8 minutes.
Shape the dough into a ball, cover with a damp cloth, and let rise in a warm spot until doubled in size, about 1 hour.
Preheat your oven to 220°C (425°F). Line a baking sheet with parchment paper and set aside.
Punch down the dough and divide it into small portions. Roll each into a ball about 1 inch in diameter and shape into pretzel bites.
Bring water to a boil in a large saucepan, then add baking soda. Once bubbling vigorously, carefully drop pretzel bites in batches for 30 seconds, watching them puff slightly and turn shiny.
Use a slotted spoon to lift the bites out of the water, letting excess water drip off, then transfer them to the prepared baking sheet.
Brush each pretzel bite with beaten egg and sprinkle generously with coarse sea salt for a glossy, salty crust.
Bake in the oven for 12-15 minutes, or until golden brown and puffy, filling your kitchen with a warm, yeasty aroma.
Remove from oven, let cool slightly, then enjoy these chewy, salty bites warm with your favorite dips.
