Preheat the oven to 425°F (220°C). Line a large baking sheet with parchment paper.
Separate the biscuits and roll each one into a small rope. Cut each rope into 4 equal pieces.
Fill a large pot halfway with water and bring to a boil. Once boiling, carefully stir in the baking soda.
Working in batches, drop the dough balls into the baking soda bath and boil for 15 seconds on each side. Use a slotted spoon to transfer the dough balls to the prepared baking sheet.
In a small bowl, mix together the egg and 1 tablespoon of water to create an egg wash. Brush the egg wash over each dough ball and immediately sprinkle with coarse salt.
Bake the pretzel bites for 15 minutes, or until golden brown. Some pretzel bites may be darker than others.