Place a small amount of food coloring in a shallow bowl, and, using a paintbrush, color the rounded side of each split almond; set aside to dry. (Alternately you can place a small amount of food coloring in a bowl with a little water and let the almonds soak until red.)

Pour 2 cups warm water (110° F) into the bowl of an electric mixer fitted with the dough-hook attachment. Add sugar; stir to dissolve. Sprinkle with yeast and let stand until yeast begins to bubble, about 5 minutes. Beat 1 cup flour into yeast on low speed until combined. Beat in coarse salt; add 3 ½ cups flour and beat until combined. Continue beating until dough pulls away from the bowl, 1 to 2 minutes. Add ½ cup flour. Beat 1 minute more. If the dough is sticky, add up to 1 cup more flour. Transfer to a lightly floured surface; knead until smooth, 1 minute.

Coat a large bowl with cooking spray. Transfer dough to bowl, turning dough to coat with oil. Cover with plastic wrap; let rest in a warm spot to rise until doubled in size, about 1 hour.

Preheat oven to 450°F. Bring 3 quarts water to a boil in a 6-quart straight-sided saucepan over high heat; reduce to a simmer. Add baking soda. Lightly coat two baking sheets with cooking spray. Divide dough into quarters. Work with one quarter at a time, and cover remaining dough with plastic wrap. Divide first quarter into 12 pieces. On a lightly floured work surface, roll each piece back and forth with your palm, forming a long finger shape, about 2 to 4 inches. Pinch dough in two places to form knuckles. When 12 fingers are formed, transfer to simmering water. Poach for 1 minute. Using a slotted spoon, transfer fingers to the prepared baking sheets. Repeat with remaining dough, blanching each set of 12 fingers before making more.

Beat egg with 1 tablespoon water. Brush pretzel fingers with the egg wash. Using a sharp knife, lightly score each knuckle about three times. Sprinkle with kosher or sea salt. Position almond nails, pushing them into the dough to attach. Bake until golden brown, 12 to 15 minutes. Let cool on wire rack. Fingers are best eaten the same day; or store, covered, up to 2 days at room temperature.