Set up a stand mixer with a dough hook. Pour the Milk (2 cup) and Water (1/2 cup) into its bowl - it should feel like bathwater. Sprinkle the Active Dry Yeast (2 packet) into it and a pinch of sugar to feed it. Let the mixture sit for 5 minutes so that the yeast activates and starts to foam up.
Then add in the rest of the Granulated Sugar (1/4 cup), 3 cups of the All-Purpose Flour (3 cup), Vegetable Shortening (6 tablespoon), Beer (2 tablespoon), Egg (2) and Salt (2 teaspoon).
Turn the mixer on low and let the dough hook start to blend everything, pushing the sides down occasionally. Then slowly add in the remaining 3 cups of All-Purpose Flour (3 cup), a 1/2 cup at a time, until a sticky dough forms.
Knead the dough for a minute in the bowl to really bring it together. Then lightly drizzle it with the Olive Oil (to taste) and make sure it is coated in the bowl. Cover the bowl and set it aside in a warm area for an hour to double in size.
When the hour is almost up, preheat the oven to 350 degrees F (180 degrees C) and line 3 sheet trays with silicone mats.
Combine the Water (4 cup) and Baking Soda (1/2 cup) together in a bowl and stir it together to mostly dissolve the baking soda.
Take the dough and gently punch it down. Then pull a roughly softball-sized portion of it, roll it into a ball and dip it in the baking soda water. Place it on the sheet tray and repeat until all three trays are filled up with 4-6 buns each, depending on how big you want them. They will spread so leave plenty of room.
Score a plus sign on the tops of each bun for some interest, then brush them all well with the Butter (1/4 cup). Finally, sprinkle them all generously with Sea Salt (to taste) on top.
Bake the pretzel buns for 20-25 minutes, until they are deep golden brown and fluffy. Rotate the trays halfway through to ensure even baking, or alternatively bake one tray at a time.
Let them cool on the trays for a couple of minutes before transferring them to a rack to finish cooling. Take what you need for sandwiches, burgers, etc and freeze the rest for later!