Mix the milk and 2 tbsp of butter in a saucepan over medium heat. Heat to 125 degrees (hot, but make sure it doesn't boil), and then take off the heat.
Stir the brown sugar and yeast into the mixture and let it proof for up to 5 minutes.
Pour the mixture into a bowl and add the flour. Stir with a spoon or your hands.
Knead the mixture for 5 minutes, and then cover with plastic wrap. Put the bowl in a warm spot in your kitchen.
Give it 60 minutes to double in size, then punch the dough down. Divide the dough mixture into 8 even balls. Preheat the oven to 400 degrees. Grab a baking sheet and grease it.
Put 8 cups of water and the baking soda in a saucepan and boil over high heat. Shape the dough into pretzels by rolling each segment into 1-inch thick ropes. Then, form that rope into a U-shape, grab both ends and twist them twice at the top. Invert the twisted ends to the bottom of the U-shape and press the dough together, so it is secure.
Using a slotted spoon, drop the pretzels into the boiling water and boil for 2 minutes.
Place the boiled pretzels onto the greased baking sheet.
Mix the egg and 1 teaspoon of water. Brush the mixture over the top of the rolls and add salt.
Place the baking sheet in the oven and bake for 15 minutes, then reduce the heat to 350 degrees and bake for another 10-12 minutes.