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1
Combine water, sugar and yeast in the bowl of a stand mixer; let it sit for 5 minutes or until foamy.
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2
Add flour, salt and butter; stir to combine. Using a dough hook, knead dough on medium speed for 5 minutes until smooth, elastic and slightly tacky (alternately, you can turn the dough out onto a lightly floured surface and knead by hand for 10 minutes or until smooth, elastic and slightly tacky).
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3
Shape dough into a ball and place it in a large, lightly greased bowl. Cover with lightly greased plastic wrap and let dough rise in a warm place for 1 hour until doubled.
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4
When dough is nearly doubled, combine water and baking soda in a large stockpot. Bring to a boil. Heat oven to 400 F.
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5
Punch down the dough. Roll it out on a lightly floured surface to 1/4-inch thickness. Use a round biscuit or cookie cutter to cut out circles of dough. Re-roll the scraps as needed to make more cut outs.
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6
Spoon a teaspoon or so of jam into the center of half the dough circles. Top with a piece of brie. Top with another dough circle to form a pie. Use your fingers or fork tines to seal the edges. Transfer pies to a lightly floured baking sheet or platter.
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7
Place about 3 hand pies at a time in the boiling water bath and boil for 30 seconds. Using a slotted spoon, remove pies from the water and transfer to a parchment paper or silicone mat-lined baking sheet. Repeat with remaining pies, placing pies about 1 inch apart on baking sheets.
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8
Combine the egg yolk and tablespoon of water in a small bowl.
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9
Lightly brush tops of pies with egg wash, then sprinkle with sea salt. Bake 12 to 14 minutes until golden brown and puffed. Cool slightly on a cooling rack before serving.