In a standing mixer combine warm water and yeast. Let it sit until dissolve for about 5 minutes.
Meanwhile in a microwave safe medium bowl, combine, milk , butter , sugar, salt and microwave for about a minute. Stir until everything is melted.
Dump everything into the yeast mixture.
Mix for 2 minutes at medium speed. Add about 4 ½ cups of flour and continue mixing dough.
Add in enough additional flour (if needed) to make soft dough.
Turn dough on lightly floured surface and knead for 5 to 6 minutes or more. You may continue kneading the dough in the mixer for the remainder of the time.
Place dough in a greased bowl, cover loosely with a clean cloth and let rise in a warm, draft-free place for 1 to 2 hours or until doubled.
Punch the dough down and place on a lightly floured work surface. At this point the dough maybe divided and shaped into long ropes to wrap around the hot dog or sausage. You may divide the dough into 18 -20 pieces.
Preheat the oven to 425 degrees F. Line Baking sheet .Set aside
If making mini pretzel dogs, divide the hot dog or sausage in half before wrapping around the dough- about an inch of the hot dough should peak out. Then tightly pinch the dough at the seam to secure the dough from falling apart.
Bring water to a boil , then add baking soda.
Quickly placed the wrapped pretzel dogs in the boiling water for about 30 seconds – remove with a slotted spoon and place on a paper to soak up any excess water from the dogs.
An easier way is to place about 2-3 pretzels on a slotted spoon and quickly deep in water. Repeat process with the rest of the pretzel dog.
Transfer to prepared baking pan, position the boiled pretzel hot dogs so they are not to close.
Finally brush each pretzel dog with the egg yolk mixture, and sprinkle with salt, sesame seeds or spice of choice
Bake for about 15-17 minutes until golden brown, let it cool for a couple of minutes and serve with ketchup, mustard or dipping sauce of choice.