In a large bowl, combine whole wheat flour, protein powder, instant yeast, and salt. Mix well.
In a separate bowl, mix warm water and honey until dissolved. Gradually add this mixture to the dry ingredients, stirring until a dough forms.
Knead the dough on a floured surface for about 8-10 minutes until smooth. Place it in a greased bowl, cover, and let it rise for 30 minutes in a warm place.
Preheat your oven to 425°F (220°C). Once the dough has risen, punch it down and divide it into 8 equal pieces. Roll each piece into a long rope and shape it into a pretzel.
In a large pot, bring 8 cups of water to a boil and add baking soda. Carefully drop each pretzel into the boiling water for about 30 seconds, then remove and place on a baking sheet lined with parchment paper.
Brush each pretzel with beaten egg and sprinkle with coarse sea salt. Bake for 12-15 minutes or until golden brown.