Select the “TURBO CONVECTION” function and preheat the Russell Hobbs Air Fryer Oven to 230 degrees.
In a bowl; mix water, salt, and sugar until combined. Add yeast, and let the mixture rest for 5 minutes until the yeast starts to foam.
Add flour and 2 tablespoons of oil, and mix thoroughly until a dough is formed.
Remove the dough and use the remaining oil to coat the bowl, placing the dough back inside. Cover the bowl with plastic wrap, leaving it in a warm place for 1 hour.
Once the dough has risen, cut it into 8 pieces and roll them out into thin ropes, twisting the two ends to form a pretzel shape.
Add baking soda to a large pot of water, and bring it to a rolling boil. Boil each pretzel for 30 seconds per side.
Transfer pretzels to a baking sheet, lightly brush them with an egg wash and sprinkle with salt. Bake for 10-15 minutes until golden brown.
Pretzels can be frozen for future enjoyment.