In a stand mixer or large bowl, stir together the milk, sugar, salt, and yeast. Let sit for 5 minutes, or until foamy (if it doesn't foam, this likely means your yeast is dead.)
Use a dough hook or wooden spoon, mix in the oil and 4 cups of flour 1 cup at a time. The dough should briefly stick to the sides of your mixer and pull away. If the dough is too sticky, add a little more flour (1 tablespoon at a time.)
Knead for about 5 minutes with the dough hook or by hand.
Let the dough rest for 15 minutes in an oiled bowl.
Preheat the oven to 425°F. Line a baking sheet with parchment paper (I use two 9x13 baking sheets.)
Bring 3 quarts of water and baking soda to a boil in a large pot.
While waiting for the water to reach a boil, remove the dough from the bowl and set on a clean counter. Cut into 8 equal pieces.
Roll each piece into 14 inch long ropes. Cut into 1-inch pieces.
Drop 10-12 pieces into the boiling water at a time. Let cook for 15 seconds, then remove from the pot with a slotted spoon and place on a baking sheet.
Brush each piece with non-dairy milk (this is a vegan egg wash substitution) and sprinkle with coarse salt.
Bake at 425°F for 12-15 minutes, or until golden brown. Let cool for at least 5 minutes before removing from the pan.
Notes
Makes about 60-70 pretzel bites.
I use either soy milk or oat milk for this recipe. You can also use water in a pinch.
To warm up cold milk, I typically microwave for 30-40 seconds, until warm to the touch but not hot