In a small mixing bowl, mix yeast with warmed milk and let rest for 10 minutes.
Meanwhile, in a bowl of a stand mixer, whisk flour and a teaspoon of salt.
Add oil, warm water, and yeast mixture into the bowl with flour and salt. Knead with a dough hook attachment until dough is mostly smooth (alternatively, knead with your hand). Only add more flour, one cup at a time, if you cannot easily handle the dough. The dough will be somewhat stiff.
Cover the bowl with a plastic wrap and dish towel and put it in a warm place to rise for one hour or until doubled in volume.
Punch down dough and knead with your hand for one minute. Transfer the dough to a clean surface and cut into 16 equally large pieces. Form balls by pulling the dough under. Place on a well-greased surface. Let the dough balls rise for 15 minutes.
While the rolls 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. Working in batches, carefully plunge dough balls into the water and let them "poach" for about 30 seconds, turning them a few times.
Place a few sheets of kitchen paper next to your baking tray. Using a slotted spoon, transfer the rolls to the paper towels to dry a bit before carefully returning them onto the parchment paper-lined large baking sheet.
Using a pastry brush, glaze the buns with a beaten egg (optional). With a serrated knife or scissors, score an x 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!
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.
Before covering the bowl with the dough with plastic wrap, spray it lightly with cooking spray so that your risen dough doesn't stick to it.
To speed up the process of dough rising, you can place the bowl near a warm source: a sunny window or a hot dish cooking on your stove. You can also heat your oven to no more than 275 F, turn it off, and place your bowl (make sure it's not plastic!) on the middle rack with the oven door slightly ajar. It works wonders!
To cut the dough into equally-sized pieces, first cut in half, then in half again. Roll each piece into a log, then cut each log into 4 pieces.
When placing the rolls into the lye "bath," don't crowd them. Always put so many into the pot that there is still some space in between.
The egg glaze is optional. It gives the buns a shiny look. You can lightly brush them with melted butter when you take them out of the oven instead.
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 the products used.