In a large bowl, using a wooden spoon, stir together the flour, yeast, sugar and salt.
The warm water must be between 115° and 125°F Use an instant-read thermometer to check the temperature. Pour the water and the 3 tablespoons vegetable oil into the flour mixture. Stir with the wooden spoon until a rough, shaggy dough forms.
Knead the dough.
Sprinkle a work surface with some flour. Dump the dough onto the surface.
Knead the dough until it is smooth and no longer sticky, about 10 minutes. Flour your hands and the surface with more flour as needed to prevent sticking.
Let the dough rise.
Gather the dough into a ball. Wipe out the bowl and oil it with about 1 teaspoon of the vegetable oil.
Put the dough into the bowl and turn the ball to coat it with oil. Cover the bowl tightly with plastic wrap. Set the bowl in a warm spot and let the dough rise until doubled in size, about 45 minutes. Poke the dough with your finger to see if it is ready.
Form the ropes.
Oil 2 baking sheets with the remaining 2 teaspoons oil.
Dump out the risen dough onto a clean work surface and press gently to deflate. Cut the dough into 10 equal pieces with a knife.
Work with 1 piece of dough at a time and keep the remaining pieces loosely covered with plastic wrap. Using the palms of your hands, roll the dough into a rope about 20 inches long, adding flour only if needed to prevent sticking. Repeat with the remaining dough pieces.
Twist the ropes.
Twist each rope into a pretzel by making an oval about 3 inches wide. At the top of the oval, twist the rope together twice.
Form the pretzels
Bring the ends of the rope to the bottom of the oval so that the twist is in the middle. Press down the ends so the dough sticks.
Divide the pretzels evenly between the 2 prepared baking sheets. Cover the pretzels loosely with plastic wrap. Set the baking sheet in a warm spot and let the pretzels rise until puffed and doubled in size, about 20 minutes.
While the pretzels are rising, preheat an oven to 450°F.
Boil the pretzels.
Fill a large saucepan two-thirds full of water and stir in the baking soda with a slotted spoon. Bring the water to a rolling boil over high heat.
Remove the plastic wrap from the pretzels. Ask an adult to help you boil the pretzels. Using the slotted spoon, lift a pretzel from the baking sheet and carefully slip it into the boiling water. Be careful: The water and steam are very hot!
Boil the pretzel until it floats to the surface, about 30 seconds. Turn the pretzel over with the spoon and boil for 30 seconds more.
Using the slotted spoon, remove the pretzel and return it to the baking sheet. Repeat with the remaining pretzels, placing them about 2 inches apart.
Salt and bake the pretzels.
Sprinkle each pretzel with a big pinch of coarse salt.
Put 1 baking sheet in the oven and bake the pretzels until they are deep golden brown, about 15 minutes. Using oven mitts, remove the baking sheet from the oven, set it on a wire cooling rack and let cool completely. Repeat with the remaining pretzels. Makes 10 pretzels.