After a few tries (read: figuring out how thin to roll the dough), we finally felt like we perfected the Auntie Anne’s recipe. There was something different about enjoying them at home on our couch instead of a busy and bustling mall, but we didn’t hate it.
In a large, non-reactive bowl, heat the milk in the microwave until lukewarm, about 110 degrees. Add the yeast, stir, and let it activate, about 3 minutes. Next add the confectioners’ sugar and 4 tablespoons of the butter and stir to combine.
Sift together the salt, bread flour, and all-purpose flour. Add to the yeast mixture and knead for about 8-10 minutes, using either the hook attachment of a stand mixer or your hands. Add the dough to a greased bowl and cover with plastic wrap and let it rise in a warm, moist environment until double in size, about 1 hour.
After the dough as rised, divide it into 12 equal portions. Roll each portion out inito a long, thin rope, as thin as your fingers. To form the pretzel, start by making the rope a U. Cross the ends of the rope and twist to make a large circle (about as large as you want your pretzel). Take the ends and fold down into the circle, and seal the ends into the bottom to form a pretzel.
Preheat the oven to 425 degrees.
Dissolve the baking soda into the very hot water and oil 2 baking sheets. Take each pretzel and dip it into the baking soda-water bath and then place, seam side down, onto the oiled baking sheets, about 6 to each sheet. Sprinkle each pretzel with coarse sea salt and bake in the oven until golden brown and puffy, about 10 minutes. Rotate the pan 180 degrees halfway through the baking.
While the pretzels are baking ,melt the last 4 tablespoons of butter. Add a pinch or 2 of the confectioners' sugar to the butter and stir. Dip the salted side of each pretzel into the butter when they're done baking and serve.