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Step 1
Defrost rolls according to package directions.
Step 2
Roll each dinner roll into an 18 inch rope. Wind each one around a hot dog from top to bottom.
Step 3
Press the dough onto itself at top and bottom so it doesn't unroll.
Step 4
Boil 3 quarts of water. Carefully pour soda into boiling water. Place 2 wrapped pretzel dogs into the water for about 30 seconds. Remove with slotted spoon to a cooling rack. Repeat until all pretzel dogs are boiled. Place boiled pretzel dogs on a sprayed baking sheet.
Step 5
Combine egg and water and mix well. Brush pretzel dogs with egg wash and sprinkle with salt. Bake at 450°F 6-8 minutes or until dark golden brown. Serve with ketchup and mustard.