Roll each biscuit into an 18-inch long rope. Wind each rope around 1 hot dog.
In a large pot, boil 3 quarts of water. Whisk in baking soda. Place 2 wrapped hot dogs into water for 30 seconds. Remove with slotted spoon to a cooling rack. Repeat until all pretzel dogs are boiled. Place on a large baking sheet coated with nonstick cooking spray.
Meanwhile, combine everything seasoning in a small bowl.
Whisk egg and water in a small bowl. Brush with egg wash and roll in everything seasoning. Bake for 10-15 minutes, or until golden brown. Serve with ketchup, mustard, and/or cheese sauce.