What fumes? There shouldn't be any chemical reaction going on until you dip the dough into the solution (and this will be fairly benign at that). The heat comes from the net-exothermic process of a very alkaline molecule completely disassociating its ions in the polar solvent (water). When the water evaporates, the NaHO molecules will reassemble with no change in mass (aside from what sticks to the pretzels). Thus nothing is released as a fume other than pure water vapor.
If you are seeing a reaction that generates gas/fumes, its the NaHO reacting to something in the water, and if it's significant you might want to get your water checked.
It turns out I am using Potassium Hydroxide for my soap but Sodium Hydroxide is very close chemically and when you add it to the water is has a reaction that emits fumes while it dissolves. I got a little whiff once and it was very unpleasant.
Pneumothorax following inhalation of caustic soda fumes P. E. NASH, S. S. TACHAKRA & H. BAIRD Accident and Emergency Department, Central Middlesex Hospital, London, England INTRODUCTION Caustic soda (sodium hydroxide) in its granular form or in solution is widely available for use as a drain cleaner. Contact of the chemical with skin causes alkali burns and accidental ingestion can lead to oesophageal burns and subsequent stricturing (Lucian et al., 1971). There are no reports of pneumothorax related to the use of sodium hydroxide. The authors report such a case. CASE REPORT A 17-year-old man was referred to the Accident and Emergency Department, Central Middlesex Hospital, London, England, by his General Practitioner with chest pain. Twelve hours previously, he mixed 98% sodium hydroxide granules with tap water in a bucket, according to the manufacturer's instructions, in order to clean the drains of the new family home. He accidentally leant over the bucket and inhaled the fumes produced by the solution. Five minutes after the inhalation, he developed persistent pleuritic, right-sided chest pain and breathlessness. There was no personal or family history of pulmonary disease, and he had never smoked. Physical abnormalities were confined to the chest. He had a respiratory rate of 30 a minute and signs consistent with a right-sided pneumothorax. Radiology confirmed a 40% pneumothorax with some mediastinal shift (Fig. 1). He was treated with an underwater-seal chest drain. The right lung was fully expanded within 48 h and the drain was removed the following day. He has remained well since his discharge from hospital 3 months ago.
/SIGNS AND SYMPTOMS/ Aspiration of the alkali into the airway can result in live-threatening injuries to the larynx, the tracheobronchial passages, and the lungs. There are three phases of injury and healing to the esophagus. The acute phases, from about day 1 to 4, is that of liquefactive necrosis. During the sub-acute phase, from day 4 to 14, there is sloughing of the necrotic area; the esophageal wall appears thinnest and most vulnerable. About day 15 begins the cicatrization phase with eventual oesophageal strictures resulting from collagen contraction. Re-epithelialization is complete by 4 weeks to 3 months...
[OECD; Screening Information Data Set (SIDS) Initial Assessment Report for SIDS Initial Assessment Meeting (SIAM) 13, Potassium Hydroxide (CAS 1310-58-3) November 2001. Available from, as of March 18, 2015.
http://www.inchem.org/pages/hsg.html/**PEER REVIEWED**