Warm up the milk in the microwave or on the stove for just about one and a half minutes. It should be about 110º. If it's too hot it will kill the yeast. You should be able to comfortably keep your finger in it.
Stir in the yeast and let it sit for about 3 minutes. Add the butter and sugar. Add the flour about 1 cup at a time and the add the fine salt. Kneed for about 10 minutes with a stand mixer, or by hand.
Cover with a damp cloth and let rise for 1 hour in a moist, warm place until doubled in size. Preheat the oven to 400º.
Punch down dough and divide into 12 lumps. Flatten each lump into about a 3-inch-wide disk. Place a couple tablespoons of cheese and then about a tablespoon of bacon in each one and pinch shut tight to form a ball.
Combine the warm water and baking soda in a bowl. Dunk each roll into the water.
Place on a greased baking sheet and sprinkle with coarse salt. Use a serrated knife to cut a slit in the top of each roll.
Bake for about 15 minutes or until browned (I divided them between two baking sheets, but you can do them all on one sheet probably if you don't mind them running together).
Combine the butter, garlic, and paprika and microwave until the butter is melted. Then add the herbs (if you don't feel like it, you can just use plain butter without the herbs, garlic, and paprika).
Brush the rolls with the butter as soon as they come out of the oven. Serve immediately.