Place the milk in a small saucepan. Heat over medium-low heat until warm, about 110°F on an instant-read thermometer. Remove from the heat.

Combine 1 tablespoon of the oil with the yeast and sugar in a large mixing bowl.

Pour in the warm milk and stir until the yeast and sugar are dissolved.

Let rest until slightly thickened and foamy, about 5 minutes.

Add the flour and the salt to the yeast mixture, stirring well until all the flour is mixed inches.

Place the dough on an unfloured work surface and knead until smooth, about 3 to 5 minutes.

Grease a large mixing bowl with the remaining 2 tablespoons of oil, place the dough in the bowl, and turn to coat lightly with the oil. Cover with plastic wrap and let stand in a warm, draft-free place and let rise until doubled in size, about 2 hours.

Position the oven rack in the center position and preheat the oven to 400°F

Beat the egg in a small mixing bowl and set aside.

Remove the dough from the bowl and use a rolling pin to roll it out onto an unfloured surface into a 12 by 10-inch rectangle. Cut the dough in half both vertically and horizontally, so that you end up with 4 rectangles of equal size.

Roll 1 piece between your hands and the surface to form a long, thin roll (like a snake), about 3/4-inch in diameter and 14 inches long. (Note: If the dough becomes too dry to work and will not stretch, wet your hands slightly and then try rolling it again.).

Bring the ends up to form a U shape and cross 1 end over the other at the top. Bring the ends down and across each other as though making a bow and press down on the ends to seal.

Place the formed pretzel on a large ungreased baking sheet keeping the pretzels at least 2 inches apart. Cover the pretzels lightly with a damp clean kitchen towel and set in a warm place for 5 minutes or until the dough has relaxed slightly. Uncover and, using your hands, gently pick pretzels up and stretch the dough slightly. Cover and let rest for 5 additional minutes, then repeat the stretching procedure.

Bake until golden brown, about 20 minutes.