In a stand mixer, combine all-purpose flour, sugar, instant yeast, warm milk, melted butter, and salt. Mix on medium speed for about 4–5 minutes until smooth and elastic.

Transfer the dough to a lightly oiled bowl, cover it with a clean cloth, and let it rise in a warm area for 30–60 minutes until it has doubled in size.

Preheat your oven to 450°F (230°C) while the dough is rising and line two baking sheets with parchment paper.

Once risen, punch the dough down gently, divide into 12 equal pieces, roll into ropes, and cut into 1–2 inch bite-sized pieces.

In a large pot, bring water to a boil, stir in baking soda, and carefully drop the pretzel bites into the boiling water for about 30 seconds.

Using a slotted spoon, transfer each boiled pretzel bite back to the baking sheets. Whisk together the egg with water and brush the tops of each pretzel bite.

Bake for 12–14 minutes until golden brown and puffy.