Combine 2 cups flour, sugar, undissolved yeast, and salt in a large bowl.
Heat milk, water, and oil until very warm (120° to 130°F). Once heated, stir into flour mixture.
Stir in enough remaining flour to make soft dough.
Knead on floured surface until smooth and elastic, about 4 to 6 minutes. Cover and let the dough rest on floured surface 20 minutes.
Divide the dough into 3 equal pieces. Roll each piece into a long rope, about 1 inch in diameter. Use a very sharp knife to cut into 1-½ inch pieces. Cover and let rest 5 to 10 minutes, until risen slightly.
While the pretzel bites rest, preheat your oven to 400°F and line two baking sheets with parchment paper. While they rest, also prepare your baking soda water. This step will help give your pretzel bites a classic soft pretzel taste and chew. Place ½ cup baking soda in a large pot with 6 cups of water. Bring to a rolling boil.
Once water is at a boil, gently drop in the pretzel bites and cook for 15 to 30 seconds. Remove with a slotted spoon, draining the excess water, and place onto your prepared baking sheets, about 1 inch apart.
Use a pastry brush to brush the pretzel bites with the beaten eggs. Bake at 350°F for 10 minutes. Remove from the oven and brush again with the egg wash. Sprinkle with coarse sea salt.
Return to oven and bake for 10 minutes or until golden brown and fully cooked. Remove pretzels from baking sheets, placing on wire racks to cool.
Serve warm with cheese sauce, salted caramel or hot fudge! Enjoy!