Mix together the warm water, sugar and yeast. Set aside for 10 minutes or until the yeast starts to foam on top.
Place the flour and the salt in the bowl of a stand mixer. Turn the mixer on low and mix the flour and salt together.
Pour the melted (cooled) butter and the yeast mixture, into the bowl of the mixer, while it is running on low.
Mix on medium-high speed. Add an extra tablespoon of flour at a time if necessary, so the dough is smooth and tacky but not sticky.
Shape the Dough
Place the dough on a digital food scale to obtain its total weight. Divide that number by 8. Divide the dough by that number to obtain 8 equal balls of dough. If you do not have a scale, shape the dough in a flat disk. Cut the dough into 8 even wedges.
Shape the 8 pieces of dough into balls. Create a smooth surface of dough for the top of the ball. Gather the dough and pinch it together at the bottom to create a smooth ball.
Gather the balls of dough on a tray or on the counter. Cover them with plastic wrap. Let them rest for 15-20 minutes so the dough can relax. They do not need to rise at this point.
Take a ball of dough and turn it upside down. Press down on the dough to make a 5 inch flat disk.
Use your indexes and thumbs to take hold of the furthest part of the dough from you. Fold over 1 inch of dough at a time. Roll towards you, pressing down with your thumbs every time.
Apply a light pressure while rolling the dough, until you have a 7 inch logs.
Line up the rolled buns, making sure that the seems are at the bottom. Cover them again with plastic wrap for 15-20 minutes. Let them rise.
Preheat your oven to 450F. Line a baking tray with parchment paper. Make a simple egg wash by mixing together a yolk and 1 tablespoon of water or milk.
Bake the Buns
Bring 8 cups of water to a boil in a large pot. Once the water is boiling, turn down the heat to simmer. Sprinkle ½ cup of baking soda SLOWLY into the simmering water. Let the bubbles simmer out.
Carefully place 2-3 rolls into the simmering water. Blanch for 20 seconds before turning them over for another 20 seconds.
Remove them from the soda water. Place them onto the prepared baking tray. Make sure they are evenly spaced and that the seems are at the bottom.
Brush each bun generously with egg wash. Sprinkle them with the coarse or flaky sea salt. Use a sharp serrated knife to make 3 diagonal cuts in each bun, each being 2 inches long and ⅛ inch deep.
Bake in the preheated 450F oven for 10 minutes. Turn the tray around and bake for another 5-7 minutes. Make sure that most of the buns are baked to a nice brown color, all the way down the sides. (Some of the inside buns might now brown all the way down the sides if they were placed too close together.)
Remove the baked Pretzel Hot Dog Buns from the oven and transfer the buns to a cooling rack. Let them cool down for 10-15 minutes before using them.