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1
Warm the milk in a small saucepan until a thermometer registers 110 degrees F. Pour into a medium bowl; sprinkle with the yeast and let soften, about 2 minutes.
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2
Sprinkle with the sugar and set aside until foamy, about 5 minutes.
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3
Combine the flour and fine salt in the bowl of a stand mixer fitted with the dough hook.
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4
With the mixer on low speed, add the yeast mixture and butter and mix until the dough is slightly smooth and soft but still sticky, about 2 minutes.
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5
Coat a large bowl with cooking spray; add the dough, cover with plastic wrap and let rise at room temperature until doubled in size, about 1 hour.
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6
Generously coat a baking sheet with cooking spray.
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7
Turn the dough out onto a lightly floured surface.
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8
Stretch into a 16-inch-long log, about 2 inches wide; cut into 8 even pieces.
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9
Roll and stretch each piece into a 6-inch-long rope, then wind into a coil; tuck the end underneath.
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10
Transfer the rolls to the baking sheet and cover with plastic wrap.
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11
Let rest at room temperature 15 minutes, then refrigerate until slightly puffed, about 2 hours.
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12
Preheat the oven to 400 degrees F. Fill a large pot or deep skillet with 3 inches of water.
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13
Add the baking soda and 1/4 cup coarse salt and bring to a boil.
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14
Add half of the rolls and cook until slightly puffed, about 1 minute, flipping halfway through with a slotted spoon.
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15
Recoat the baking sheet with cooking spray and return the rolls to the baking sheet.
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16
Repeat with the remaining rolls.
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17
Brush the rolls lightly with the beaten egg, then sprinkle with coarse salt.
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18
Transfer to the oven and bake until the rolls are deep golden brown, 18 to 20 minutes, rotating the baking sheet halfway through.
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19
Transfer to a rack and let cool 10 minutes on the pan, then remove the rolls to the rack to cool completely.
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20
Photograph by Ryan Liebe
