Preheat oven to 425˚F (220˚C). Place the 8 cups (2 liters) water and baking soda in a pot and bring to a boil.
Line two baking sheets with parchment or lightly grease.
Once doubled, place the dough on a lightly floured surface and divide into 10 equal rolls. Form each roll into a long and thin rope. Wrap the rope around a hot dog, keeping about 1 inch (2.5 cm) on each end clear. Pinch the ends to seal. Repeat with remaining pieces.
Reduce the heat to a low boil and gently place the dough-wrapped hot dogs into the water, being careful not to overcrowd. Turn to coat on all sides, boil for 30 seconds, and remove with a slotted spatula to the prepared baking sheet.
In a small bowl, beat together the egg and 1 tablespoon (15 milliliters) water.
Brush the top and sides of each boiled hot dog with the egg wash. Sprinkle with the coarse salt or sesame seeds. Bake in the preheated oven until golden brown, 15-18 minutes.
Immediately after removing from the oven, brush the tops and side of the golden pretzels with the melted butter. These pretzel dogs are best warm from the oven.