STEP ONE: FILL DOUGH
Unroll the dough onto a lightly floured surface and press into a 14x12-inch rectangle. Cut into four strips, lengthwise. Spoon apple-cinnamon mixture onto each strip of dough.
STEP TWO: WRAP DOUGH
Using your hands, wrap the dough around the apple-cinnamon mixture, pressing to seal. Cut each strip of apple-filled dough in half to make eight pieces. Carefully stretch out each piece to 12 inches.
STEP THREE: SHAPE PRETZELS
Shape each strip of dough into a pretzel; wrapping one end around the other twice and flipping it over to rest on the middle. Press down gently to seal.
STEP FOUR: ADD FINISHING MIXTURE
Brush each pretzel with the baking soda and water mixture; then the egg mixture. Sprinkle sugar on top of each pretzel. Bake.