Sprinkle yeast on lukewarm water in mixing bowl; stir to dissolve. Add sugar, salt and stir to dissolve; add flour and knead dough until smooth and elastic. It is ok if your dough is a little sticky. Place dough in a greased bowl, spray top with some non-stick spray and cover with a towel.
Let rise at least 1/2 hour, the dough should double in size.
While the dough is rising, place the sausages into a large skillet with about two inches of water. Cook sausage for about 6 to 7 minutes on each side. Preheat oven to 350 degrees. You can prepare the brats in two ways; it is easiest to cut the bratwurst in half lengthwise, and then in have so each link yields four pieces. You can also wrap them whole; it makes for a meaty treat. They are harder to handle, but with some care, you can wrap them, and drop them carefully into the boiling water, and enjoy them prepared that way as well.
While dough is rising, prepare a baking soda water bath with 2 cups warm water and 2 tablespoons baking soda. Be sure to stir often. When the pretzel is wrapped, drop in for about 30 seconds. Remove boiled pretzel and place on a baking sheet lined with parchment paper that has been sprayed with non-stick spray. Sprinkle some coarse salt over the pretzel while it is still wet. Bake the pretzels until it are browned. The pretzels will take about 20 to 25 minutes to bake. Remove from baking sheet, and enjoy while they are still warm.