In a small bowl, combine warm water, sugar, and yeast. Let sit for 10 minutes. In a large bowl, combine flour and salt. Add in yeast mixture and melted butter. Knead dough on a floured surface until smooth.
Place dough into a large greased bowl, turning to coat, cover and let rise for 1-2 hours. Deflate dough, divide into smaller pieces. Wrap each dough around a hot dog.
Place water and baking soda in a large saucepan over medium heat. Bring to a boil. Boil pretzel dogs in batches for 20 seconds, remove from water and set aside. Preheat air-fryer to 400 F. Air-fry hot dogs in batches for 8-10 minutes.
