Place warm water in the bowl of a stand mixer and sprinkle yeast on top. Set aside to rest until mixture bubbles, about 5 minutes. (If the mixture does not bubble, either the liquid was not at the correct temperature or the yeast is old.)

Combine flour, sugar, and salt in a large bowl and whisk briefly to break up any lumps and combine. Once yeast is ready, fit the bowl on the mixer, attach a dough hook, and dump in flour mixture. Mix on the lowest setting until dough comes together, then increase to medium speed and mix until dough is elastic and smooth, about 8 minutes.

Form dough into a ball, place in a large oiled mixing bowl, and turn dough to coat in oil. Cover with a clean, damp dishtowel, and let rest in a warm place until dough doubles in size, about 30 to 35 minutes. Line a baking sheet with parchment paper, coat paper with vegetable oil, and set aside.

Once dough has risen, punch it down and knead it on a floured, dry surface just until it becomes smooth and springs back when poked, about 1 minute. Divide dough into 16-20 pieces and form into rolls. Place rolls on the baking sheet and cut x shaped slashes across the top of each. Cover with a damp towel and let dough rise in a warm place until almost doubled in volume, about 15 to 20 minutes. Meanwhile, heat oven to 425°F and bring 6 cups water to a boil in a large saucepan over high heat.

Once rolls have risen, stir baking soda into boiling water (water will foam up slightly). Boil two or three rolls for 2 minutes per side. Using a slotted spoon, remove rolls, drain, and place on the baking sheet, cut side up. Egg wash and sprinkle well with salt and repeat with remaining rolls.

Once all rolls are ready, place in oven and bake until golden brown, about 10 to 12 minutes. Serve hot.