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. Mix until combined, then knead the dough for about 4 minutes until smooth, adding more flour if the dough is too sticky.

Transfer the dough to a lightly-oiled bowl, cover with a damp towel, and let it 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 and set aside. Combine the water and baking soda in a stockpot and bring to a boil over medium-high heat.

Turn the dough out onto a lightly-oiled work surface and divide it into 12 equal pieces. Roll each piece into 3/4-inch wide ropes and cut each rope into 1-inch long pretzel bites.

Very carefully, transfer the bites into the boiling water, about a dozen at a time, for about 30 seconds. Transfer the pretzel bites to the parchment-lined pan.

Brush the top of each pretzel bite with the egg wash and sprinkle with coarse sea salt.

Bake until golden brown, about 12 to 14 minutes. Transfer the baking sheets to a wire cooling rack.

(Optional) Brush with extra melted butter. Serve warm.