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In the bowl of an electric mixer (or you can do this by hand in a large bowl), stir together the yeast, oil, milk and water.
Add the salt and two cups of the flour.
Add the rest of the flour gradually until a soft dough is formed and knead for 3-4 minutes.
Transfer the dough to a lightly greased bowl, cover it with greased plastic wrap and let it rise until doubled in size (1-2 hours).
Portion the dough into 16 pieces and roll each piece of dough into a lovely little round ball.
Lay out the rolls on lightly greased parchment or a lightly floured counter. Let them rest for 15-20 minutes.
While the dough rests, bring the water, sugar and baking soda to a boil in a large 5-6 quart saucepan.
Working with one piece of dough at a time, carefully take it off the parchment or counter, flip it over in your hand and pinch the bottom to form a little pucker.
Place 3-4 dough balls in the boiling water and boil for 30 seconds to 1 minute on each side.
With a spatula, remove the dough from the boiling water and let the excess water drip off into the pan.
Place the boiled dough balls onto lined baking sheets.
Preheat the oven to 425 degrees F.
Using a very sharp knife or razor, slice 2-3 cuts into the top of each unbaked roll about ¼-inch deep.
Lightly sprinkle each dough ball with coarse salt.
Bake for 20-22 minutes until the rolls are deep golden brown.