Add the flour, active dry yeast, sugar, salt, and lukewarm milk to a bowl and stir everything together until a dough forms. Cover the bowl with a towel and let the dough rise for 45 minutes until it doubles in size.
In the meantime, prepare the fillings by mixing the respective ingredients for each filling.
Lay the dough on a floured surface, cut it into 3 equally-sized portions, and then form each portion into an oval. Roll each oval dough ball lengthwise with a rolling pin until it is about 16 inches long.
Distribute the respective ingredients in a 6 inch line down the middle and then tightly roll the dough in, starting from the corner.
Roll the ends a little thinner and longer and shape this oblong roll into a pretzel by crossing the ends over each other twice, and then folding them down and pushing them into the doughiest part of the pretzel.
Boil 50 fl oz of water with 2 tbsp of baking soda in a saucepan and submerge each pretzel in the soda bath for 20 seconds.
Lift the pretzel out with a slotted spoon and let all the water drain before placing the pretzel on a greased or parchment paper-lined sheet pan. Sprinkle the pretzels with coarse salt and bake for 20 minutes at 355°F, or a little less if the oven has been preheated.