We have those in Germany, we call them "Laugensemmel" - soo good.
Here is the recipe (translated by me)
750 g whole wheat grain flour
1/4 l water
60 g yeast
1/4 l water
1 tablespoon salt
about 1 l water
1 teaspoon baking soda
Give the flour in a bowl and pour the in warm water dissolved yeast in the middle and knead to a dough and let it sit for 30 min. to rise.
Dissolve the salt with lukewarm water and slowly pour to the dough and knead it good for 10 minutes. Cut dough into 16 same sized pieces. and form into round rolls.
Bring water and baking soda to a boil, add a few rolls at a time and let them cook for 30 seconds. The rolls will expand quite a bit, take them out and give the rolls onto a buttered cooking sheet and bake in a preheated oven at 435 F
for 20 minutes.