Grease a large baking sheet or line it with a silicone baking mat.
In a small bowl, stir the warm milk, yeast, and sugar. Let sit for 5 minutes.
In a large mixing bowl, stir together 1 cup of the flour, brown sugar, and salt. Add the yeast mixture and mix. Stir in the softened butter.
Add the rest of the flour and mix. Knead the dough for about 5 minutes until smooth and slightly sticky.
Place the dough in a greased bowl, turn to coat, and cover with a clean towel. Let rise until doubled, about 60 to 90 minutes.
Preheat the oven to 450°F.
Punch down the dough and divide it into 6 portions. Roll each into a rope about 30 inches long and shape into pretzels.
In a bowl, mix the warm water and baking soda. Dip each pretzel in the solution, then place on the baking sheet.
Sprinkle with coarse salt and bake for 10 minutes, checking the bottoms to prevent burning.
Remove from the oven and dip each pretzel in melted butter or brush generously.
Serve warm with dipping sauces.