Mix the warm water, honey, and yeast in the bowl of a stand mixer and let it sit for 5 minutes. Add the butter, salt, and flour and mix for 3-4 minutes. Put the dough in an oiled bowl and let rise until it has doubled, about 1 hour.
While the pretzel dough rises, make the cookie dough. Combine the butter and both sugars in a bowl. Mix until smooth. Add the egg and vanilla and mix until combined. Add the flour, salt, and baking soda and mix until just combined.
Once the dough has doubled, divide it into 8 pieces. Working one at a time, roll out 1 piece of dough into a long rectangle (about 12 in x 3 in). Put a few tbsp of cookie dough in the middle of the pretzel dough, then close the pretzel dough around it.
Shape the pretzel dough as shown in the video above. In a large bowl, combine warm water and a couple tsp of baking soda. Drop each shaped pretzel into the warm water for 30 seconds. Remove the pretzel and put it on a cookie sheet lined with parchment paper.
Brush each pretzel with beaten egg, then generously top it with salt. Bake the pretzels at 425 for 15-18 minutes. Let them rest for about 5 minutes then dive right in!
