Add cream, milk and sugar to a small saucepan and bring the mixture to a simmer over medium heat, stirring occasionally. Turn off the heat and let the mixture cool down to below 110°F.
Sprinkle active dry yeast over the liquid surface and let it bloom for 10 - 15 minutes, the mixture should puff up. For instant yeast, you could just stir it straight into the flour but I like to rehydrate it in this step. It will puff up much quicker.
Add the flour and salt to a stand mixer bowl and stir to distribute. Add the yeast mixture to the flour mixture and knead with the dough hook on speed 2 for about 10 minutes until the dough starts to pull away from the side of the bowl.
Scrape the dough out of the mixing bowl onto a floured countertop and shape into a ball.
Place the dough ball into an oiled bowl, cover, and let rise in a warm place for 1 - 2 hours until at least double in size.
Dump the risen dough out onto a lightly floured countertop, divide into 4 equal portions and roll each portion out flat. You’ll want something elongated like an oval or a rectangle, but the shape and size doesn’t matter too much. Then roll it up into a long log.
TO MAKE PRETZEL BITES: Roll each log out to about 10” to 12” long. Cut each log into 10 to 12 pieces about 1” each. You can keep the dough on a floured countertop or a lined baking sheet, keep them apart so they don’t stick together.
TO MAKE PRETZELS: Roll each log out to about 2 ½ - 3 feet, you’ll need some counter space for this step. Then twist it into a pretzel shape. Place the formed pretzel on a lined baking sheet, and proceed to shape the rest of the dough.
Let the pretzels rest for 10 - 15 minutes while you prepare the baking soda water. However, don’t let them rest and rise for too long because they will become too soft and difficult to transfer to the boiling water.
Bring 4 cups of water to a boil in a saucepan, turn the heat down and add baking soda to the boiling water a little at a time, it will bubble vigorously, allow the bubbles to subside before adding more so it doesn’t boil over. Once all the baking soda is added, give it a stir and bring the baking soda water back to a simmer.
Grease a wire rack with oil and set it over a large baking sheet.
Transfer dough using a slotted spoon to the simmering baking soda water. Boil pretzel bite dough for 10 seconds and whole pretzels for 30 seconds. Remove the dough and set on the oiled wire rack to drain the excess water. Continue to boil the rest of the pretzel and set them on the wire rack. With pretzel bites, you may run out of space on the wire rack, wait to boil the second batch when the first batch goes into the oven.
Preheat the oven to 425°F.
Beat one egg with a tablespoon of whole milk to make egg wash.
Use a tong, carefully with a light hand, to transfer the boiled pretzel bites from the wire rack onto a lined baking sheet. You may need to bake in two batches. Brush egg wash over the top and sides of the dough. Sprinkle some coarse salt on top if using, and bake for 10 - 12 minutes until golden brown.
Remove from the oven and allow to cool for 5 - 10 minutes before serving.