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Step 1
In a large bowl, stir 2 cups of the flour, the sugar, salt and yeast with a wooden spoon until well mixed. In a 1-quart saucepan, heat 1 1/2 cups water over medium heat until very warm and an instant-read thermometer reads 120°F to 130°F. Add the warm water and oil to the flour mixture. Beat with an electric mixer on low speed 1 minute, stopping frequently to scrape batter from side and bottom of bowl with a rubber spatula. Beat on medium speed 1 minute, stopping frequently to scrape bowl. With a wooden spoon, stir in enough of the remaining flour, about 1/2 cup at time, until dough is soft, leaves side of bowl and is easy to handle (dough maybe slightly sticky).
Step 2
Sprinkle flour lightly on a countertop or large cutting board. Place dough on floured surface. Knead by folding dough toward you, then with the heels of your hands, pushing dough away from you with a short rocking motion. Move dough a quarter turn and repeat. Continue kneading about 5 minutes, sprinkling surface with more flour if dough starts to stick, until dough is smooth and springy. Lightly spray a sheet of plastic wrap with cooking spray; cover the dough loosely with the plastic wrap, sprayed side down. Let rest 10 minutes.
Step 3
Move the oven rack to the middle of the oven. Heat the oven to 425°F. Spray cookie sheets with the cooking spray. In a shallow bowl, stir 1 cup water and the baking soda to make pretzel “wash.”
Step 4
Divide dough into 16 equal pieces. With your hands, roll each piece into a 24-inch rope (dip hands in pretzel wash to make rolling dough easier). To make pretzel shape, form rope into a circle, crossing ends at top. Fold dough so crossed ends rest on bottom of circle. Stir pretzel wash; brush over both sides of pretzel, using a pastry brush. Place pretzel on cookie sheet. Repeat with remaining dough. Reserve remaining pretzel wash. Cover pretzels loosely with plastic wrap. To make thin pretzels, let rest about 5 minutes or until very slightly puffed. To make thicker pretzels, let rise in a warm place 15 to 20 minutes or until puffed.
Step 5
Just before baking, brush pretzels with reserved wash; sprinkle with coarse salt. Bake 1 cookie sheet at a time 10 to 13 minutes or until golden brown. Remove from cookie sheets to a cooling rack; cool at least 15 minutes. Serve warm or cooled.