Heat oven to 400 degrees F. Spray cookie sheet with cooking spray.
In 5-quart Dutch oven, heat 10 cups water and the baking soda to boiling over high heat.
In small bowl, beat egg and 1 tablespoon water with fork until well mixed. Set aside.
Unroll dough onto work surface and separate into 8 triangles. Starting at shortest side of each triangle and stretching dough slightly, roll up loosely to opposite point. Bring ends of dough together and pinch lightly.
Place rolls, 2 at a time, in boiling soda water and cook 30 seconds. With slotted spoon, remove from water and place on paper towel. Repeat with remaining rolls.
Lightly brush tops with egg mixture. Sprinkle each with sesame seed and pinch of salt.
Using metal pancake turner, carefully transfer rolls to cookie sheet. If necessary, reshape rolls into pretzel shape.
Bake until deep golden brown (11-13 minutes). Immediately remove from cookie sheet.