In a small mixing bowl, mix yeast with warmed milk and let rest for 10 minutes. Whisk 5 ¾ cups of flour and teaspoon of salt in a large bowl.
Add canola oil and warm water to the yeast mixture. Pour into bowl with flour and salt. Knead in the bowl until dough is mostly smooth. Only add more flour if your dough cannot be easily handled. The dough will be somewhat stiff. Cover the bowl with a dish towel and put in a warm place to rise for one hour.
Punch down dough and knead in bowl for one minute. Transfer the dough to a clean surface and into 15 pieces. (Cut more pieces if you would like smaller size rolls.) Form balls by pulling the dough under. Place on a well-greased surface. Let the dough balls rise for 15 minutes.
While the dough balls are rising, preheat the oven to 400 degrees Fahrenheit and get the pretzel "bath" ready. In a large pot, bring water, salt, and baking soda to a rolling boil. Plunge three dough balls into the water and let them "poach" for 1 minute total. Using a slotted spoon, transfer them to a well-greased baking sheet.
With a serrated knife, cut 2-3 lines across each roll and sprinkle with coarse salt. Bake for 20 to 25 minutes, or until pretzels are a rich brown. Let rolls cool on a wire rack. Enjoy!
Notes
HOW MUCH FLOUR? Humidity, temperature, altitude, and a multitude of other factors can impact how much flour you need in your yeast doughs. For these pretzels, keep adding flour until it is slightly stiffer than regular rolls (but still soft), so go by the texture and look and feel of the dough rather than how much flour you've added compared to the recipe.
It is recommended that these be eaten the same day, as they are the best when they are the freshest, of course.
Please keep in mind that nutritional information is a rough estimate and can vary significantly based on products used.