Punch down the dough and divide it into 9 pieces. Take each piece and roll it into a long rope, about 3 to 4 feet and about ¾ of an inch in diameter. Shape each rope into a pretzel shape and place them onto greased cookie sheets and let them rise again for about 15 minutes.
In the bowl of your mixer, combine the warm water with the yeast and lightly stir. In another large bowl, mix the salt, sugar and flour together. When the yeast dissolves, add the flour mixture and the warm milk. Using the dough attachment, mix everything until the dough comes together and is no longer sticky. Let the dough rise until it doubles in size in a greased bowl, and covered with a damp towel. It should take about an hour.