I looked at a few different places, but mostly followed this and this. I also found this place which is baking site in general.
I mostly followed Alton with the 450 degree oven, but I found that 8-9 minutes worked much better than the 10, 12, or 15 other places (Alton included) suggested. The picture shows pretty clearly the difference between 8 and 12 minutes. Also, my oven doesn't heat evenly apparently. And I don't think I needed to roll the dough out as thin as I did. The Fresh Loaf made it sound like it would blow up in the oven, but in retrospect, I probably should have let them stay a bit thicker and just made them longer.
There's also a bit of a bitter taste which I had originally chalked up to the being a bit burnt, but maybe it has to do with the strength of the soda bath. Otherwise, they're quite good. Firm outer skin, soft and chewy on the inside. Come to think of it, is there much of a difference between a pretzel and a bagel?
Is it cost-effective? Though I haven't worked out the numbers, probably. Is it worth the trouble? That's a good question. But it's definitely work in a pinch.