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Make the dough: In the bowl of your mixer, combine the warm water with the yeast and lightly stir. Let this mixture rest for about 10 minutes until the yeast dissolves. In another large bowl, mix the salt, sugar and flour together. When the yeast dissolves, add the flour mixture and the warm milk to the mixer bowl. Using the dough attachment, mix everything until the dough comes together and is no longer sticky, about 5 minutes.
Let the dough rise until doubled in size: Let the dough rise until it doubles in size in a greased bowl, and covered with a damp towel or plastic wrap. It should take about an hour but it depends on your environment and your yeast.
Form into pretzels: Punch down the dough and divide it into 9 equal pieces. Take each piece and roll it into a long rope, about 3 to 4 feet long and about 1 inch in diameter. Shape each rope into a pretzel shape and place them onto baking sheets lined with parchment paper. Allow the pretzels to rise again for another 15 minutes.
Prep the oven: Preheat oven to 500°F.
Boil the pretzels: In a large pot, make a bath with the baking soda and boiling water. Using a large spoon, lower each pretzel into the water and leave in for about 30 seconds to a minute. You don't have to wait until they float. Return the pretzels to the baking sheet using a large spatula. Brush them with melted butter and sprinkle them generously with the sea salt.
Bake: Transfer the baking sheet to the oven on the middle rack and bake until golden brown, about 10 to 12 minutes. When you take them out of the oven you can brush them again with butter and serve them hot and/or with mustard or your favorite dipping sauce.