In a stand mixer add the warm water and yeast. Allow the yeast to proof and become bubbly about 5 minutes. With the dough hook attached, mix in the sugar, salt and flour one cup at a time with dough hook attached. If dough is too dry add in 1 tablespoon more of water. Remove the dough out of the bowl and knead into a ball. Place dough into a large bowl and add the oil on top. Cover and let rise until doubled.
Preheat oven to 450 degrees. Divide the dough into 6 equal pieces. Roll each piece into a long rope and twist into a pretzel shape.
Line two baking sheets with parchment paper. Add the hot water and baking soda together in a medium sized bowl. Dip the pretzel into the bowl and place onto the baking sheets. Sprinkle the top with coarse sea salt.
Bake for 8-10 minutes or until the tops are golden brown. Serve with cheese dip.