Add the ground meat to a large bowl. Sprinkle in salt, pepper, garlic, paprika, and baking soda.
Pour in the cold water and gently mix just until combined, do not overwork the meat.
Cover and refrigerate for 30 minutes to rest and improve texture.
With lightly wet hands, shape the mixture into small sausage-shaped logs (about finger length).
Heat a grill or grill pan over high heat until hot.
Grill the cevapi for 8–10 minutes, turning gently until browned on all sides and cooked through.
Remove from heat and rest for 2 minutes before serving.