In the bowl of your stand mixer fitted with a hook attachment, combine the warm water and yeast. Give it a gentle stir and let it sit for 5 minutes until the mixture is foamy. Add the flour, olive oil, sugar, and sea salt. Mix on low speed for 1 minute until all the ingredients are mixed then slowly knead for 4 minutes on low-medium speed. The dough should be smooth and elastic. Place the dough in a large lightly greased mixing bowl and cover with plastic wrap. Allow the dough to rise for 15 minutes in a warm environment.
Lightly flour your work surface and unfold the thawed pastry sheet. Roll the pastry sheet into a 15 x 10 inches rectangle. Roll out your yeast dough to the same size as the puff pastry. Put the puff pastry on top of the yeast dough and press them together. Now you fold the top half down (have a look at the step by step pictures) and then the right half on top of the left half.
Roll the dough out until it has the same dimensions (15x10) as before. Repeat the folding process and roll out the dough a second time. Fold the dough a third time. Cover the dough package with a kitchen towel and let it rise for 10 minutes.
Roll out the dough into a circle with a 20-inch diameter. Cut the dough into 8 equal pieces and roll up each croissant from the wider side. Shape the croissants a little bit, cover them with a kitchen towel and let them rise for 30 minutes.
In the meantime preheat your oven to 410°F (210°C) and prepare a baking sheet with parchment paper. Lightly flour the parchment paper.
To give the pretzel croissants their special taste and color, bring 6 cups water to a boil. Add 4 tsp baking soda and turn off the heat. Transfer each croissant with a slotted spoon into the soda-water mixture and let it sit in there for 1 minute. Let all the excess water drip off and transfer each croissant to the baking sheet. Sprinkle the croissants with coarse sea salt or sesame seeds. Bake them for 25 minutes. The croissants will change their color in the second half of the baking time.