Warm up the milk in the microwave for just about one and a half minutes. I use my pyrex measuring cups to heat it in. It should be about 110º. If it's too hot it will kill the yeast. You should be able to comfortably keep your finger in it.
Stir in the yeast and one tablespoon of the brown sugar and let it sit for about 10 minutes.
Now grab a large mixing bowl or the bowl for your stand mixer and pour the mixture in it.
Add the butter and remaining sugar.
Add the flour about 1 cup at a time and the add the fine salt.
Kneed for about 10 minutes with a stand mixer or by hand.
Put it in a greased bowl and cover with greased cling wrap.
Let rise for 1 hour in a moist, warm place until doubled in size. Preheat the oven to 450º.
Punch down dough and divide into 12-14 lumps.
Roll them all out as thin as you can.
Combine the warm water and baking soda in a wide bowl.
Cut the dough into 1 1/2" pieces, then dip in the baking soda water.
Place on a greased baking sheet and sprinkle with coarse salt.
Bake for about 6-10 minutes or until browned.
Dip each homemade pretzel in the melted butter while hot.
Dip each in the melted butter while hot. Dip the pretzels into cinnamon sugar and toss to evenly coat.