In a small bowl, combine the warm water and active dry yeast. Stir gently and let it sit for about 5 minutes until it becomes frothy.
In a large mixing bowl, combine the activated yeast mixture, granulated sugar, and salt. Add the all-purpose flour and vegetable oil, mixing until a dough forms.
Place the dough in a greased bowl, cover it with a clean kitchen towel, and let it rise in a warm place for about 1 hour or until it has doubled in size.
While the dough is rising, preheat your oven to 450°F (232°C). In a large pot, bring 2 cups of water to a boil and carefully add the baking soda.
After the dough has risen, punch it down and divide it into 8 equal pieces. Roll each piece into a long rope and shape it into a pretzel.
Carefully drop each shaped pretzel into the baking soda bath for about 30 seconds. Remove them with a slotted spoon and place them on a parchment-lined baking sheet.
Before baking, sprinkle the pretzels generously with coarse salt.
Bake the pretzels in the preheated oven for about 12-15 minutes or until they are golden brown.
Once baked, remove the pretzels from the oven and let them cool slightly. Serve them warm with your favorite cheese dip.
