Spray a baking sheet with nonstick cooking spray. Place rolls on the baking sheet. Spray plastic wrap and cover. Allow the rolls to defrost and rise a little (about 2 to 2.5 hours). Place the baking sheet in a cool, dry place. When the rolls defrost, you want them to still be cold.
When the rolls are ready, bring a pot with 12 cups of water to a boil. (I used this 4 quart pot). Once it reaches a boil, carefully and slowly add the baking soda.
Heat the oven to 400 degrees F.
Set up another baking sheet with a piece of parchment paper. I also sprayed the parchment paper with nonstick cooking spray. Add an egg to a small bowl and beat the egg. Add a little bit of cold water and continue beating until mixed to make the egg wash.
Turn the heat down to medium or medium high. Carefully place one roll at a time into the water (top side down). I usually put in 3 to 4 in at time. Allow the rolls to cook for 60 seconds.
Remove with a slotted spoon and place on the parchment paper lined baking sheet.
Brush each roll with egg wash using a pastry brush. Using a sharp knife, carefully cut a slit on top of each roll. Sprinkle Kosher salt on each roll.
Repeat steps 5 to 7 until you have finished with each roll. Place rolls in the oven at 400 degrees F. Bake for 14 to 16 minutes, until browned.
Allow to cool on a cooling rack. Slice in half and add your favorite condiments and your favorite ham and cheese.
Cooks' notes: If the rolls don’t float in the pot of water, they haven’t proofed enough or are over proofed. You can make the pretzel rolls ahead of time. If you need to freshen them up, wet the tops of the pretzel rolls with a little bit of water. Place on a baking sheet and warm in the oven at 300 degrees F for 3 to 4 minutes.