In a mixing bowl, combine the water and yeast and stir.
Add flour, sugar, and sea salt, and mix until it is completely combined.
With floured hands, knead the dough for 1 minute or use dough hook in electric mixer, until it forms into a ball. Divide the dough into eighths.
On a lightly floured surface, roll the dough into ropes.
With a knife, slice the dough into 1-inch pieces and bathe the pieces in a baking soda bath for 30 seconds.
Spray the basket of the air fryer with oil. Place pretzel bites into the basket, giving them enough room to expand.
Cook for 6 minutes at 390 degrees F, or until lightly browned on top. Remove and brush with melted butter and sprinkle with kosher salt to taste.