In a large mixing bowl, add in the warm milk, yeast and sugar, set aside for 5 minutes to activate the yeast, you should see a light foamy surface.
Add in the flour, salt and half of the melted butter (the other half is for Step 7).
Use a wooden spoon or spatula to begin mixing the dough till it comes together, the dough will end up being sticky but if it feels too sticky, you can add some flour as needed.
Transfer to a floured surface and begin to knead the dough, or if using a stand mixer, knead on medium speed till the dough forms. Cover with plastic wrap and let it rise for 30 minutes or doubled in size in a warm place.
Preheat oven to 400F, beat out air from the dough, transfer to an oiled surface, and divide into 12 equal portions, if you like the buns smaller, you can adjust the portions to get 14 sections. Shape each portion into a ball.
Heat up your water in a large pot and let it come to a boil. Add in the baking soda and dip each dough ball into the baking soda bath, toss around for 30 seconds and take out, place each ball on the baking sheet.
Bake in the oven for 22-25 minutes or brown to your liking. Take out, brush with the leftover melted butter and sprinkle cinnamon sugar on top.