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Step 1
In a large bowl or the bowl of a stand mixer, dissolve the yeast in the warm milk. When the mixture is bubbly, mix in the brown sugar, butter, one cup flour, and salt, and mix until combined.
Step 2
Add the remaining flour, one cup at a time, and mix until a smooth and slightly sticky dough forms. Cover the bowl with plastic wrap and let rise about one hour, until doubled in size.
Step 3
After the dough has risen, preheat the oven to Line two baking sheets with parchment paper and set aside. Divide the dough into twelve equal sized pieces, and roll each piece into a long skinny rope. Twist into a pretzel shape.
Step 4
In a medium bowl, mix together the warm water and baking soda until dissolved. Dip each pretzel into the baking soda mixture and place on the prepared baking sheets. Bake 7 to 11 minutes, or until golden brown.
Step 5
In a shallow dish, whisk together the sugar and cinnamon. Brush the pretzels with melted butter, then dip them in the cinnamon sugar mixture.