In a bowl, combine the rye flour, dry yeast, sugar, and salt. Ensure the yeast doesn't come into direct contact with the salt.
Gradually add the lukewarm water and olive oil. Mix with a wooden spoon, then, once it comes together, knead by hand until smooth, about 8 minutes. TIP: Rye flour absorbs more moisture, so expect a softer, slightly sticky dough.
Cover and let the dough rise in a warm place for 1 hour, or until doubled in size. Use a preheated, but turned-off oven to maintain a stable temperature.
Divide the risen dough into 8 equal portions. Roll each portion into long ropes, then shape them into pretzels. If the ends don't stick well, moisten them slightly.
In a large pot, bring water to a boil, then add the baking soda. Poach the pretzels one at a time for 30 seconds. This helps create the classic crispy crust.
Place the poached pretzels on a baking sheet lined with parchment paper, brush them with a beaten egg, then sprinkle with coarse salt or caraway seeds to taste.
Bake the pretzels in a preheated oven at 400°F (200°C) for 20-25 minutes, or until golden brown. TIP: Placing a water-filled dish at the bottom of the oven will create steam, making the crust even crispier.
Transfer the baked pretzels to a wire rack and let them cool for at least 10 minutes. This will ensure the inside has the perfect texture.
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