Whisk together the warm milk and sugar in a large mixing bowl. Sprinkle the yeast on top and wait 5 minutes for the yeast to foam up and activate.

Add the flour, melted butter and salt. Knead the dough for about 4 minutes until it is smooth, adding a bit more flour if the dough is too sticky.

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.

Preheat the oven to 450°F. Line two large baking sheets with parchment paper. Combine the 9 cups of water and baking soda in a large pot and bring to a boil.

Divide the dough into 12 equal pieces. Roll each piece into a 3/4-inch wide rope and cut into 1-inch long bites.

Boil the bites in batches for 30 seconds each. Use a slotted spoon to transfer them to the prepared baking sheets.

Brush the top of each pretzel bite with the egg wash (egg whisked with 1 tbsp water) and sprinkle with the coarse sea salt.

Bake for 12 to 14 minutes until golden brown. Optional: brush with extra melted butter immediately after baking.