Line baking sheet with parchment paper, generously spray with oil, and set aside.
In the bowl of the mixer, add the warm water, sugar, and salt. Sprinkle yeast on top so it can bloom. Let it sit for 5 minutes, then whisk to combine. Add the flour and butter and mix on low speed with a dough hook. Once combined, switch to a medium speed and knead for 4 minutes.
Turn dough out and form a ball, oil with canola oil, and return to the bowl. Cover with plastic wrap and let sit for 60 minutes or until doubled in size.
Once the dough has risen, pre-heat the oven to 450°F and bring water and baking soda to a gentle rolling boil.
Oil your work surface and cut the dough ball into 10 equal pieces. Roll each piece of dough into a rope, about 18 inches long. (Stop here if you are making cheese stuffed pretzels and see instructions below).
To form a pretzel shape, take both ends of your dough rope and form a rounded shape at the bottom, like a half circle. Cross the two ends over each other to create the twisted center and gently press the ends into the bottom of the rounded bottom to secure them in place.
Place the pretzels on oiled parchment lined baking sheet. Repeat with the remaining dough. Once all shaped, place each pretzel into the boiling water, 1 at a time, for about 25 seconds.
With a slotted spatula, remove it from the water and place back on the baking sheet. Repeat with the remaining pretzels. (Stop here if you are making the cinnamon sugar pretzels and see instructions below).
Brush each pretzel with egg wash and sprinkle with salt. Bake for 13-14 minutes or until deep golden brown.