Dough: In a small bowl, mix yeast and warm milk, let rest for 10 minutes. In a large bowl, whisk flour and 1 teaspoon of salt. Pour yeast mixture, canola oil and 1 cup warm water into bowl with flour. Knead in the bowl until dough is very smooth. Cover the bowl with a dish towel and let rise for one hour.
Punch down dough and knead in bowl for one minute. Cut dough into 15 pieces. Form balls by pulling the dough under. Place on a well-greased surface. Let the dough balls rise for 15 minutes.
While the dough balls are rising, preheat the oven to 400 degrees and get the water bath ready.
Water Bath: In a large pot, bring 7 cups of water, 1 tablespoon salt, and baking soda to a rolling boil. Plunge three dough balls into the water and let them "poach" for 1 minute on each side. Using a slotted spoon, transfer them to a well-greased baking sheet. With a serrated knife, cut an "X" on each roll and sprinkle with coarse sea salt.
Bake for 20 to 25 minutes, or until pretzels are a rich brown. These are best eaten the same day they are made.