What kind of tray or tray coating to use for pretzels?
You need a Silpat! I recommend a half sheet size Silpat and a Stainless Steel Half-Sheet Pan.

A Silpat is a silicone mat. It's the most non-stick way to bake anything, and they're quite durable. Buy a couple of mats and you can just swap them out when baking multiple batches. 

According to folks at The Fresh Loaf the silicone shouldn't react at all with the lye.

Aluminum reacts badly with lye, so be sure that nothing you use with the lye contains aluminum.