In a large bowl, stir together the water, sea salt, and baking soda until everything is dissolved.
Using a mandoline, handheld slicer, or sharp paring knife, slice the potatoes 1/16 inch thick and toss them in the water mixture. Let 'em soak for 10 minutes.
Fill a large, heavy, deep-sided pot no higher than halfway with oil and clip a deep-fry or candy thermometer to the side of the pot. Place the pot over medium-high heat until the oil registers 350°F on the thermometer. Meanwhile, grab a scissors and cut open a brown paper bag and situate it on a baking sheet next to the stove.
In a small bowl, stir together the kosher salt, pecorino Romano, pepper, and cayenne.
Drain the sliced potatoes and pat them completely dry. Add the potato slices to the hot oil in batches, being careful not to crowd the pot. Fry, stirring occasionally, until the potato chips are light golden brown, 2 to 3 minutes. Use a spider, strainer, or tongs to remove the potato chips and dump them on the paper bag to drain. Immediately sprinkle the warm chips with the salt and cheese mixture so the warmth will melt the cheese. Repeat with the remaining ingredients.
Gently dump the chips in a bowl or on a cutting board lined with parchment paper and serve right away with the yogurt or sour cream in a dish on the side for dipping.