In a mixing bowl, combine the warm water, granulated sugar, and active dry yeast. Stir gently and let sit for about 5 minutes until frothy.
Add the flour and salt to the yeast mixture. Stir until a dough forms, then knead for about 5 minutes until smooth.
Place the dough in a lightly greased bowl, cover with a towel, and let it rise in a warm place for about 30 minutes.
Preheat your oven to 425°F (220°C) and line a baking sheet with parchment paper.
After the dough has risen, punch it down and divide it into 8 equal pieces. Roll each piece into a long rope about 10-12 inches in length.
In a saucepan, bring 4 cups of water and the baking soda to a rolling boil. Briefly dip each pretzel stick into the boiling water for about 30 seconds, then place them on the prepared baking sheet.
In a small bowl, whisk the egg. Brush the egg wash over each pretzel stick, then sprinkle with coarse sea salt.
In another small bowl, combine the granulated sugar and ground cinnamon. Sprinkle this mixture over the pretzel sticks.
Bake the pretzels in preheated oven for about 10-12 minutes or until golden brown.
Allow to cool slightly before serving. Enjoy warm!