Warm up the milk in the microwave for 1 minute. You should be able to comfortably keep your finger in it. If it's too hot it will kill the yeast. Stir in the yeast and let it sit for about 3 minutes. Add salt, sugar, and melted butter; stir until fairly combined. Slowly add 4 cups of flour, 1 cup at a time. Mix with a wooden spoon (or dough hook attached to stand mixer) until dough is thick. Add 1/2 cup more flour until the dough is no longer sticky. If it is still sticky, add up to 3/4 cup more. Poke the dough with your finger - if it bounces back, it is ready to knead.
Kneed for about 5 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 warm place until doubled in size. I heat the oven to 170 degrees, turn off and place dough in oven for an hour.
Preheat the oven to 450 degrees.
With a sharp knife, cut ball of dough into 6 sections. Roll the dough into six 20-inch long ropes. Cut the rope into 1.5 inch pieces to make bites.
Boil 4 1/2 cups of water with 1/3 cup of baking soda in a medium pot. Drop 8-10 pretzel bites into water and let sit for 20 seconds. Remove with a spatula and place onto a baking sheet lined with parchment paper.
Brush beaten egg whites over each pretzel bite. Bake batches for 8-9 minutes each, or until golden brown.
Remove from oven and using a slotted spoon, dip into melted butter, toss to evenly coat then lift and shake off excess. Transfer to a plate and allow to rest 2 minutes.
Meanwhile in a small mixing bowl, whisk together granulated sugar and cinnamon until well blended. Dip butter coated pretzels into cinnamon sugar and toss to evenly coat.