How to Make It
Preheat oven to 450°F. Cut sausage into 32 (1 1/2-inch) straight pieces, reserving curved pieces for another use. Roll dough out on a lightly floured surface into a 16- x 12-inch rectangle (about 1/8 inch thick). Cut dough crosswise into 16 (1- x 12-inch) strips. Cut strips in half crosswise to yield 32 (1- x 6-inch) strips. Working with 1 dough strip at a time, stretch strip to about 12 inches. Wrap 1 stretched dough strip around 1 sausage piece, starting on one side and slightly overlapping in a spiral motion, pressing to seal and leaving ends exposed. Repeat with remaining dough and sausage.
Bring 10 cups of water and baking soda to a boil over high. Boil wrapped sausage bites, in batches, until slightly puffed, about 30 seconds. Using a slotted spoon, remove bites; place 1 inch apart and seam side down on a lightly greased (with cooking spray) baking sheet lined with parchment paper. Brush lightly with egg; sprinkle with coarse sea salt. Bake in preheated oven until deep golden brown, 8 to 12 minutes.
Stir together Creole mustard, parsley, mayonnaise, and honey. Serve pretzel bites warm with mustard sauce for dipping.