In medium microwavable bowl, microwave 2 cups water uncovered on High about 2 minutes or until hot. Add baking soda; stir until dissolved. Dip each pretzel, 1 at a time, into water mixture. Immediately remove from water with large pancake turner; let stand about 5 minutes. In small bowl, beat egg and 1 tablespoon water with whisk; brush pretzels with egg mixture.