In the bowl of an electric mixer combine the yeast, oil, milk and water. Stir in the salt.
Stir in 4 cups of flour, adding one cup at a time. Gradually add more flour (up to 8 cups) until a soft dough is formed. You may not need to use all the flour. Knead for 4-5 minutes.
Transfer dough to a lightly greased bowl. Cover with greased plastic wrap and let rise until doubled in size, about one hour.
Divide the dough into 16-18 pieces and shape each piece into a ball. Place the rolls on lightly greased parchment paper. Let rest for 15-20 minutes.
Preheat oven to 425 degrees.
Stir 1 tablespoon sugar and 1/4 cup baking soda into a large pot of water. Bring to a boil over medium high heat.
Place 3-4 dough balls in the boiling water and boil for 30 seconds to 1 minute on each side (the longer you boil, the chewier the baked pretzel roll will be).
Using a slotted spoon, remove the dough from the boiling water and let the excess water drip off into the pan. Place the boiled dough balls onto baking sheets lined with lightly greased parchment paper.
Using a very sharp knife, make 2-3 slits in the top of each unbaked roll, about 1/4-inch deep. Lightly sprinkle each dough ball with coarse salt. Bake for 13-17 minutes, or until the rolls are deep golden brown.