In a medium sized bowl, sprinkle yeast. Pour warm milk over yeast. Allow yeast to soften for two minutes.
Stir in brown sugar and one cup of flour.
Stir in salt and butter.
Gradually mix in remaining flour, starting with a cup. Continue adding slowly until a sticky dough forms.
Knead on a floured surface, adding flour as needed, until dough is smooth and slightly tacky (about 5 minutes). When dough is sufficiently kneaded, it should not stick to a clean finger when poked.
Shape into a ball and place into an oiled bowl. Let rise for 1 hour or until doubled in size.
Preheat oven to 450*. Line a baking sheet with parchment paper.
Move dough from bowl to a lightly floured surface. Add warm water and baking soda to the bowl and stir to dissolve.
Divide the dough into 6 equal pieces. Roll each piece into a long, thin rope, slapping on the counter as you do. Twist each rope into a pretzel.
Dip the pretzels in the warm water mixture and place on baking sheet. Sprinkle with salt (or cinnamon sugar!).
Bake the pretzels for 10 to 12 minutes, until golden brown.
Remove from the oven and brush with butter. Sprinkle with additional salt.