In a bowl, combine the flour, active dry yeast, sugar, and salt. Add the warm water and vegetable oil, then mix until a smooth dough forms.
Knead the dough for about 8-10 minutes until it becomes smooth and elastic. Cover it and let it rise in a warm place for 1 hour, or until doubled in size.
Divide the dough into 10 equal portions. Roll each portion into long ropes, then shape them into pretzels.
In a large pot, bring 1 liter of water to a boil, then remove from the heat and carefully stir in the baking soda (be careful, it will foam!).
Dip each pretzel into the baking soda water for 30 seconds, then transfer them to a baking sheet lined with parchment paper.
Sprinkle the tops of the pretzels with sesame seeds, then bake them in a preheated oven at 400°F (200°C) for 12-15 minutes, or until golden brown and crispy.
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