In a medium saucepan, gently heat the milk to just below 110 degrees. Any warmer and it will kill the yeast, so use a thermometer, or just stick your finger in there. If you can keep it comfortably in the milk, then it's not too hot. Remove from heat.

Stir in the yeast until it's all wet, then allow to sit and proof for around 5 minutes. Add the butter and sugar and stir until combined, then slowly begin mixing in the flour and salt until it's all combined.

Turn the mix out into a large mixing bowl and knead with the dough hook for around 10 minutes, adding a little flour if needed, should the dough stick to the bowl too much.

After kneading, cover with a damp cloth and set in a warm spot to rise for an hour, or until doubled in size.

Preheat the oven to 400 degrees.

Punch down the dough, then divide into 16 even balls. Flatten each ball into a disk, then add a hearty pinch of cheese and bacon. Pull the sides up and over the cheese and bacon and pinch back into a ball. Mix together the warm water and baking soda, then dunk each ball into the water, and place on a greased baking sheet. Sprinkle with kosher salt, score with a knife (optional), then bake for 15 minutes, or until dark golden brown. Remove from heat, then brush with the melted butter and serve immediately.