In a small bowl, combine warm water and yeast; let sit until frothy (about 5 minutes).
In a mixing bowl, mix flour and salt. Gradually add the yeast mixture while stirring until dough forms.
Knead the dough on a floured surface for about 5 minutes until smooth. Place in a greased bowl, cover with a towel, and let rise in a warm place until doubled in size (about 1 hour).
Punch down the dough and divide into small pieces (about 1 inch). Shape each piece into ropes, then twist into bite-sized shapes.
Boil water in a pot and carefully add baking soda. Drop each pretzel shape into boiling water for about 30 seconds, then remove with a slotted spoon and place on lined baking sheets.
Preheat oven to 425°F. Brush pretzels with melted butter and sprinkle with coarse sea salt.
Bake for about 12 minutes until golden brown. Serve warm with your favorite dipping sauce.