In a small bowl, dissolve the sugar and yeast in the warm milk and let sit for about 10 minutes until the mixture is creamy and bubbly.
Mix 3 cups of flour, brown sugar and salt together in a large mixing bowl or stand mixer. Create a well in the middle and add the milk/yeast mixture and the vegetable oil to the center. Stir to combine, and add extra flour if needed. Knead the dough well until it becomes smooth. (You can also use your hook attachment on a stand mixer for this.)
Place the dough in a large, lightly oiled bowl covered with a towel. Allow dough to rise in a warm place for about 1.5 hours, or until doubled in size.
Heat your oven to 450 degrees and line two baking sheets with lightly oiled parchment paper.
Once the dough has risen, roll it out into a rectangle and cut it into strips.
Shape strips of dough into hearts. (See step-by-step instructions for this in the photo above.)
In a large pot, bring 4 cups of water to a boil and add the baking soda.
Reduce heat to low and, using a slotted spoon, dunk your dough hearts into the water for about 10 seconds each, then place them onto the baking sheets.
Bake pretzels for about 8-10 minutes, then remove from the oven and allow to cool slightly.
While pretzels are baking, mix the cinnamon and sugar together, and melt your butter.
Once out of the oven, brush the melted butter over the pretzels, then dredge them in the cinnamon-sugar mixture.
Allow pretzels to cool slightly on a rack before eating (although these are best eaten when warm!)