Step 1
Sprinkle the yeast and sugar over 2 cups of warm water in a small bowl. The water should be no more than 100 degrees F (40 degrees C). Let stand for 20 minutes until the yeast softens and begins to form a creamy foam.
Step 2
Combine the yeast mixture with the warm milk oil and salt in a large mixing bowl; stir well to combine. Stir in half of the flour mixture until no dry spots remain. Stir in the remaining flour 1 cup at a time mixing well after each addition. The dough should be moderately stiff and slightly sticky. When the dough has pulled together turn it out onto a lightly floured surface and knead until smooth and elastic about 8 minutes.
Step 3
Spray a large bowl with cooking spray then place the dough in the bowl and turn to coat. Cover with plastic wrap or a light cloth and let rise in a warm place (80 to 95 degrees F (27 to 35 degrees C)) until doubled in volume about 45 minutes.
Step 4
After the dough has risen fill a large pot with about 8 cups water 1 1/2 teaspoons salt and the baking soda and bring to a rolling boil over high heat. While the water is coming to a boil cut the the dough into 20 pieces about the size of a golf ball. Roll each piece into a 12 inch long rope about 1 1/2 inches thick.
Step 5
Preheat an oven to 375 degrees F (190 degrees C). Lightly grease 2 baking sheets.
Step 6
Dip a strip of dough into the boiling water using a pair of tongs count to 5 remove it from the water and place it on a paper towel for a few seconds. Wrap the strip around a hot dog place on a baking sheet and sprinkle with coarse salt. Repeat with the remaining strips of dough and hot dogs.
Step 7
Bake in a preheated oven until they are golden brown about 15 to 20 minutes.