In a medium bowl, combine warm water, sugar, and yeast. Let sit for 10 minutes. In a large bowl, combine flour and salt.
Add in the yeast mixture and melted butter. Knead dough on a floured surface until smooth.
Place dough into a large greased bowl, cover and let rise for 1-2 hours.
Deflate dough and divide into small pieces. Cut hot dogs into fourths.
Roll each piece of dough into a thin log and wrap around each mini hot dog. Place water and baking soda in a saucepan over medium heat. Bring to a boil.
Cook pretzel dogs in batches for 20 seconds per batch. Preheat air-fryer to 400 F. Air-fry in batches for 8-10 minutes.
