Mix the dough. Whisk together the warm milk and sugar in a large mixing bowl (or in the bowl of a stand mixer). Sprinkle the yeast on top and wait 5 minutes for the yeast to foam up and activate.

Knead the dough. Add the flour, melted butter and salt. Then either (a) use a spoon to mix everything in until combined, and then use your hands to knead the dough for about 4 minutes until it is smooth, adding a bit more flour if the dough is too sticky or (b) use a stand mixer with a dough hook and mix on medium speed for 4 minutes until the dough is smooth, adding a bit more flour if the dough is too sticky.

Let the dough rise. Transfer the dough to a lightly-oiled bowl, cover with a damp towel, and let the dough rest for 20 to 30 minutes in a warm place until it has doubled in size.

Prep oven, baking sheet and boiling water solution. Meanwhile, preheat the oven to 450°F.  Line two large baking sheets with parchment paper, then set aside. Combine the water and baking soda in a stockpot or very large saucepan and bring to a boil over medium-high heat.

Form the pretzels. In the meantime, turn the dough out onto a lightly-oiled work surface and divide into 12 equal pieces. Roll out each piece of dough into an even 20-inch* rope. Make a U-shape with the rope, then cross the ends over each other and press then onto the bottom of the U in order to form the shape of a pretzel.

Boil the pretzels. Very carefully, use a spatula to transfer the pretzels into the boiling water, one at a time, for about 30 seconds each. Use the spatula to transfer the pretzel to the parchment-lined pan, spaced out so that they're not touching, and repeat with the remaining pretzels.

Add egg wash and salt. Finally, brush the top of each pretzel with the egg wash and sprinkle with the coarse sea salt.

Bake.  Bake until the pretzels reach your desired level of golden brown color, about 12 to 14 minutes. Transfer to a cooling rack.

(Optional: Brush with extra butter.) If you would like your pretzels to taste extra buttery, brush them with extra melted butter just before serving.

Serve warm.  These pretzels taste best the day they have been baked, and even better hot out of the oven.  So serve warm and enjoy!