Okay I have a confession to make, I never sift my flour when I bake. Shun me if you must. However, having made a pumpkin bread one time that had very unappetizing and bitter lumps of baking soda in it, I do pulverize my baking soda, usually with the back of the measuring spoon. I recently discovered a more effective, less time consuming way to make sure no baking soda lumps end up in my baked goods.
I use a metal strainer that has a very fine mesh. I've had it in my cabinet as long as I can remember although I really can't remember using it before. I just place it over the bowl, put the baking soda into it and run the spoon over it until just the fine powder falls into the bowl. Perfection and it didn't cost me a penny.