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Step 1
Whisk together the warm milk, sugar and salt in a large mixing bowl (or in the bowl of a stand mixer). Sprinkle the yeast on top, and wait 5 minutes for the yeast to activate.
Step 2
Add the flour and melted butter. Then either (a) use a spoon to mix everything in until combined, and then use your hands to knead the dough for about 4 minutes until it is smooth, adding a bit more flour if the dough is too sticky or (b) if using a stand mixer, place the dough hook on the mixer and mix on medium speed for 4 minutes until the dough is smooth, adding a bit more flour if the dough is too sticky.
Step 3
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.
Step 4
Preheat the oven to 450°F. Line two large baking sheets with parchment paper, then set aside.
Step 5
Combine the water and baking soda in a stockpot or very large saucepan and bring to a boil over medium-high heat.
Step 6
In the meantime, turn the dough out onto a lightly-oiled work surface and divide into 12 equal pieces. Roll out each piece of dough into even 3/4-inch wide ropes. Use a knife to cut the rope into individual pretzel bites, about 1-inch long each.
Step 7
Very carefully, use a spatula or large wire strainer to transfer the the bites into the boiling water, about a dozen or so at a time time, for about 30 seconds per batch. Use the spatula to transfer the pretzel bites to the parchment-lined pan, and repeat with the remaining pretzel bites.
Step 8
Finally, brush the top of each pretzel bite with the egg wash and sprinkle with the coarse sea salt.
Step 9
Bake until the pretzel bites reach your desired level of golden brown color, about 12 to 14 minutes. Transfer to a cooling rack.
Step 10
If you would like your pretzel bites to taste extra buttery, brush them with extra melted butter just before serving.
Step 11
These pretzel bites taste best the day they have been baked, and even better hot out of the oven. So serve warm and enjoy!