ACTIVE: 1 hr | TOTAL: 4 hr 45 min | MAKES: 8 rolls
1 cup milk
1 ¼ –ounce pkg active dry yeast (2 ¼ teaspoons)
1 tablespoon packed light brown sugar
2 ½ cups all-purpose flour, plus more for dusting
1 teaspoon fine salt
2 tablespoons unsalted butter, at room temperature
½ cup baking soda
Course sea salt
1 large egg + 1 teaspoon water, lightly beaten
Warm the milk in a small saucepan or microwave until a thermometer registers 110º. Pour into a medium bowl; sprinkle with the yeast and let soften, about 2 minutes. Sprinkle with the sugar and set aside until foamy, about 5 minutes.
Combine the flour and fine salt in the bowl of a stand mixer fitted with the dough hook. 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. 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.
Generously coat a baking sheet with cooking spray (I use parchment on my baking sheet). Turn the dough out onto a lightly floured surface. Stretch into a 16-inch-long log, about 2 inches wide; cut into 8 even pieces. Roll and stretch each piece into a 6-inch-long rope, then wind into a coil; tuck the end underneath. Transfer the rolls to the baking sheet and cover with plastic wrap. Let rest at room temperature 15 minutes, then refrigerate until slightly puffed, about 2 hours.
Preheat the oven to 400º. Fill a large pot or deep skillet with 3 inches of water. Add the baking soda and bring to a boil. Add half of the rolls and cook until slightly puffed, about 1 minute, flipping halfway through with a slotted spoon. Return the rolls to the baking sheet and repeat with the remaining rolls. Brush the rolls lightly with the beaten egg, then sprinkle with coarse salt.
Transfer to the oven and bake until the rolls are deep golden brown, 18 to 20 minutes, rotating the baking sheet halfway through. Transfer to a rack and let cool10 minutes on the pan, then remove the rolls to the rack to cool completely.