Add yeast to warm water and stir gently. Let sit for a few minutes. Meanwhile, add cake mix and salt to the bowl of a stand mixer with the dough hook attached. Stir to combine. Slowly pour the water into the mixer while it’s running on “Stir.” Turn it to “2” and add the flour, then let it run until most of the flour is mixed in, then turn it to “4” until the dough comes together. It will pull easily away from the sides of the bowl.
Note: you can do this without a stand mixer, but I haven’t. Stir the ingredients together in a large bowl until you can’t stir anymore, then use your hands to knead the dough until it comes together.
Place the dough in a bowl sprayed with cooking spray. Cover tightly with plastic wrap and let sit for 1 hour.
Preheat oven to 350 degrees.
Turn out dough onto a lightly floured surface and knead just a few times to form a ball. Cut into 12 equal pieces.
Place a pot of water on the stove to boil (about 10 cups).
Form your pretzels by rolling each piece of dough into a long rope, about 15” long. Bring the two ends up, cross them and wrap them, and bring the ends down to the bottom, forming the pretzel shape.
When water boils, add 1 tablespoon baking soda to the water. Working in batches (2-4 to a batch, depending on your pan size) carefully place the pretzels in the boiling water. They will sink to the bottom. When they float, just a few seconds, pull them out using a slotted spoon. Drain well and set them on a cookie sheet covered with a silpat baking mat or well greased.
Once all pretzels are boiled, whisk your egg in a small bowl. Use your fingers to spread a small amount of egg on each pretzel. Sprinkle each with about 1 teaspoon of sprinkles. The egg acts as the glue.
Bake for 11-15 minutes, until golden brown. Cool slightly before removing from cookie sheets.