Prepare the Dough: In a large mixing bowl, whisk together the warm milk, yeast, brown sugar, melted butter, and salt until combined. Gradually stir in the flour until a sticky dough forms. Turn onto a lightly floured surface and knead 10–15 times until smooth and elastic.
Let it Rise: Place the dough back into the bowl, drizzle lightly with oil, and cover with a clean cloth or plastic wrap. Leave to rise in a warm place for 1 hour, until doubled in size.
Shape the Pretzels: Punch down the risen dough and divide into 6–8 equal pieces. Roll each piece into a long rope, then twist into a classic pretzel shape.
Baking Soda Bath: Preheat the oven to 450°F (230°C). Mix the baking soda into the warm water. Dip each pretzel briefly in the baking soda solution, then transfer to a parchment-lined baking tray.
Egg Wash & Bake: Brush each pretzel with the beaten egg and sprinkle generously with coarse salt. Bake for 10–12 minutes, or until golden brown and slightly crisp on the outside.
Serve: Enjoy warm with cheese sauce, mustard, or your favourite dip.