In a heat-proof bowl, warm milk in microwave until approximately 110 degrees Fahrenheit (43 Celsius). I use my instant read digital meat thermometer to check the temperature.

Evenly sprinkle yeast over hot milk. Let stand 5 minutes, and add sugar and 2 cups flour. Mix in melted butter.

Stir in salt and 2.5 cups flour. Knead dough by hand or use an electric mixer fitted with a dough hook. Kneading is done when dough feels slightly sticky but no longer sticks to the bowl. Add additional flour if necessary.

Grease bowl, and form dough into a ball. Place dough ball in bowl, cover bowl with plastic wrap, and let it rise in a warm oven until doubled in size.

When dough has finished rising, punch it down to remove air pockets. Use your hands to roll out 12 dough "snakes." Form into pretzels.

Place warm water into a clean bowl. Stir in baking soda until dissolved.

Dip pretzels one by one into baking soda water. Allow excess water to drip off before arranging pretzels on greased cookie sheets.

Sprinkle coarse salt over pretzels.

Bake at 450 Fahrenheit for approximately 11 minutes (until pretzels begin to turn golden brown).