In a mixing bowl, combine warm water with sugar. Sprinkle active dry yeast over the top and let it foam for about 5 minutes. Then, add all-purpose flour, salt, and melted butter. Stir until a dough forms, then knead on a floured surface for 5 to 10 minutes, until smooth and elastic.

Place the kneaded dough into a greased bowl, covering it with a damp cloth or plastic wrap. Set in a warm area to rise for about 1 hour or until doubled in size.

Preheat your oven to 450°F (230°C). Punch down the dough, divide it into three pieces. Roll each piece into a 12-inch rope and cut into 12 wedges. Roll a Lil’ Smokies sausage in each wedge.

In a large pot, bring water to a rolling boil and add baking soda. Carefully drop the pretzel dogs in batches, boiling for 30 to 60 seconds. Remove with a slotted spoon.

Prepare a baking sheet with parchment paper. Place the boiled pretzel dogs, brush with egg wash, and sprinkle with coarse salt. Bake for 10 to 12 minutes until golden brown.

Remove from the oven and cool on a wire rack for a few minutes before serving warm with dipping sauces.