Whisk together the warm milk, sugar, and Jacobson’s course sea salt in a large mixing bowl. Sprinkle the yeast on top, and wait 5 minutes for the yeast to activate.
Add the flour and melted butter. Then, using your hands, knead the dough for about 4 minutes (or until smooth), adding a bit more flour if the dough is too sticky.
Spray a medium bowl with Butter Olive Oil using your Misto Olive Oil Sprayer. Transfer the dough into the prepared 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.
Preheat the oven to 450F. 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.
While waiting for the water to boil, spray Butter Olive Oil on your clean work surface using your Misto. Turn the dough out onto the prepared 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 onto the bottom of the “U” in order to form the shape of a pretzel.
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, and repeat with the remaining pretzels.
Finally, brush the top of each pretzel with the egg wash and sprinkle with Jacobson’s course sea salt.
Bake until the pretzels reach your desired level of golden brown, about 12 to 14 minutes. Transfer to a cooling rack.