Place warm water in the bowl of a stand mixer fitted with a dough hook OR a large bowl. Dissolve yeast in water and let stand 5 minutes until foamy.
Mix butter, honey, salt, and flour into yeast mixture on low speed OR with a wooden spoon if making dough by hand until no streaks of flour remain (dough will be slightly sticky).
Transfer dough to a greased 4-qt container or large bowl. Cover dough with lid or plastic wrap and place in refrigerator. Allow dough to cold-ferment in refrigerator 12 hours or up to 48.
When ready to bake rolls, remove dough from refrigerator (keep covered) and allow to come to room temperature for 1-1/2 to 2 hours.
Line 2 large sheet pans with parchment paper and preheat oven to 400F. Punch risen dough down, turn onto a lightly floured surface and divide into 10 uniform pieces. Roll portions into hamburger buns or hot dog buns (or do a mix of 5 and 5 - if rolling into hot dog buns I recommend not going any longer than 5 inches otherwise they will be difficult to remove from boiling water) dusting dough portions lightly with flour while rolling. Place 2 inches apart on sheet pans.
In a large pot or Dutch oven, bring water to a boil over medium-high heat. Slowly pour baking soda into boiling water (careful, it will bubble a lot).
Working in batches, use a floured bench scraper to carefully remove 2-3 pretzel buns from pan, gently place into boiling water, and let boil 30 seconds. Use a large spatula to transfer dough balls back to sheet pan and repeat boiling with remaining buns. Be very gentle during this step as the dough will be fragile.
Brush buns with egg wash and sprinkle with coarse sea salt. Use a sharp knife to cut a small X into the top of each bun if desired. Bake buns at 400F 20-25 minutes until rolls are a deep golden brown.
Brush warm rolls with melted butter. Allow to cool on pan 10 minutes then transfer to a wire cooling rack to cool completely. Enjoy!