In a mixing bowl or the bowl of a stand mixer, mix together the warm water, salt, and sugar. Add the yeast, and let rest for 5 minutes until yeast starts to foam.
Add flour and oil to the bowl and mix well to form a dough. Turn the dough out on a lightly floured surface and knead for 3-5 minutes to form a smooth dough.
Put the dough back in the bowl and cover with plastic wrap to rest in a warm place for at least 10 minutes, up to 1 hour.
Preheat oven to 450°F (230°C).
Cut dough into 8 pieces. Roll each into a thin rope about 20 inches long. Bring the two ends together to form a circle, then twist the ends together once. Fold the twisted ends up over the top of the circle to form a pretzel shape.
Bring a large pot of water to a boil. Add baking soda. Boil each pretzel for 30 seconds per side.
Transfer pretzels to a wire rack and brush the tops with the egg wash, then sprinkle with salt.
Bake for 10-15 minutes, until golden brown.
Notes
If you don't have time to rise the dough for an hour, it can be cut down to 15 minutes. They do turn out slightly fluffier and light with the full hour rise time.
It's okay to skip the baking soda bath, but that is what gives the dough its chewy texture.
Once baked, the pretzels can be frozen for up to a month. You can reheat them in the toaster or in the oven.