In a small container, mix yeast with warm milk and let rest for 10 minutes.
Whisk 5 3/4 cups of flour and 1 tsp. salt in a large bowl.
Add canola oil and warm water to yeast mixture.
Pour into bowl of flour and salt.
Knead in the bowl until dough is mostly smooth. Only add more flour if dough cannot be easily handled – it will be somewhat stiff. Cover the bowl with a dish towel and put in a warm place to rise for one hour.
Punch down dough and knead in bowl for one minute.
Cut dough into 15 pieces. Form balls. Place on a well-greased surface. Let the balls rise for 15 minutes.
While the dough balls are rising, preheat oven to 400 degrees and get the pretzel bath ready.
In a large pot, bring water, salt and baking soda to a rolling boil. Plunge three dough balls into the water and let them poach for 1 minute total. Using a slotted spoon, transfer them to a well-greased baking sheet.
Repeat process for rest of rolls.
With a serrated knife, cut 2-3 lines across each roll and sprinkle with coarse sea salt. Bake for 20-25 minutes or until pretzels are a rich brown. These are best if eaten the same day.