In a small bowl, combine warm water, yeast, and sugar. Let it sit for 5-10 minutes until foamy.

In a large mixing bowl (or stand mixer with a dough hook), combine flour and salt. Pour in the yeast mixture and melted butter. Mix until the dough no longer sticks to the sides of the bowl.

Place the dough in a lightly greased bowl, cover with a damp towel, and let it rise in a warm draft-free spot for about 1 hour or until doubled in size.

Punch down the dough and divide it into 8 equal pieces. Roll each into a smooth ball, then flatten slightly into a bun shape. Place them on a parchment-lined baking sheet, cover, and let rise for another 30 minutes.

Preheat oven to 425°F. In a large pot, bring water to a boil. Add the baking soda. Carefully drop each bun into the boiling water for 20-30 seconds per side (this gives them that classic pretzel crust). Use a slotted spoon to transfer them back to the baking sheet. Repeat with remaining dough balls.

Brush each bun with beaten egg and sprinkle with grey salt (or coarse pretzel salt). Use a sharp knife to slash an "X" on top. Bake for 18-22 minutes until deep golden brown and the buns sound hollow when thumped on the bottom.

Let the buns cool before slicing and loading them up with your favorite burger fixings.