Preheat oven to 450 degrees F. Line a large baking sheet with parchment paper.
Cut the sausage into 1 1/2 inch portions and set aside.
On a lightly floured surface, roll the dough into a rectangular shape measuring 16 x12 inches.
Cut the dough crosswise into 16 pieces (1×12 inch piece) then cut them in half so you end up with 32 strips of dough measuring 1×6 inches each.
Taking one piece of dough, wrap around one piece of sausage overlapping the edges, leaving the ends of the sausage exposed.
Continue this process until all the pieces of sausage have been wrapped.
Bring 10 cups of water to a boil. Add the baking soda to the boiling water a little at a time, to prevent it from boiling over.
Boil wrapped sausages in batches (about 5-7 at a time) for 30 seconds and remove with a slotted spoon or similar utensil.
Place the boiled wrapped sausage onto a parchment-lined baking sheet.
Beat the egg and add 1 tbsp of water to make an egg wash. Coat each bite liberally with egg wash and top with a sprinkle of kosher or pretzel salt.
Bake the sausage pretzel bites at 450 degrees F. for 12-15 minutes or until golden brown.
Remove from the oven and serve immediately with a good stone-ground mustard or your favorite dipping sauce.