To make the pretzel dough, combine the water, sugar, yeast, and butter in the bowl of a stand mixer and mix with the dough hook until combined.
Let sit for 5 minutes.
Add the salt and 4 1/2 cups flour to the mixture and mix on low speed until combined.
Increase the speed to medium and continue kneading until the dough is smooth and begins to pull away from the side of the bowl, about 3-4 minutes. If the dough appears too wet, add additional flour, 1 tablespoon at a time.
Remove the dough from the bowl, place on a flat surface and knead into a ball with your hands.
Coat a large bowl with canola oil, add the dough and turn to coat with the oil. Cover with a clean towel or plastic wrap and place in a warm spot until the dough doubles in size. This will take about 1 hour.
About 10 minutes before you're ready to roll out the pretzel dough make the cookie dough. Combine the flour, baking soda and salt in a small bowl. Beat the butter, granulated sugar, brown sugar and vanilla extract in large mixer bowl until creamy, about 3-5 minutes. Add the eggs and beat well. Gradually beat in the flour mixture. Stir in the chocolate chips.
Preheat the oven to 425 degrees F.
Divide the pretzel dough into 8 equal balls and roll each out into a rectangle, about 11x3 inches. Spread a little cookie dough along the length of each piece. Roll the dough up into a log, enclosing the toppings inside. Pinch the seams together and then very gently roll the dough with your hands to form an even cylinder and fully enclose the filling. It is ok if some of the chocolate chips peak through, but try to avoid any large tears in the dough.
Take the two ends of each rope and form into a circle that is overlapped by a couple of inches of dough on either side, twist the ends and lay over the opposite side to form a pretzel shape. Press the ends under the pretzel to seal.
Grab a bowl and fill it with warm water and 2 teaspoons baking soda. Dunk each pretzel in water and then place on a parchment or silpat lined baking sheet (no more than four pretzels per sheet).
Brush the tops with the beaten egg wash and season liberally with sea salt.
Bake for 13-15 minutes or until pretzels are very lightly golden and the cookies that have oozed out are golden.