You should also be able to get lye at your pharmacy, or at least they can order it for you. If you don't want to risk using the lye due to the above described dangers, you can get a near same result by boiling your dough in water with lots of baking soda. Also works for pretzels :)
I actually recently bought some lye for making pretzels, and I agree that there should really be a primer here on how to handle the stuff (oh, and if you do order it, it will come in a box marked with a label that says "hazardous material" on it--be prepared for your mail carrier to look at you funny). Have vinegar at the ready to neutralize the lye in case it comes into contact with your skin. Do not breathe in the steam that comes off the pot of hot water/lye. It's strange to work with such hazardous materials in the kitchen, but it can really make all the difference for pretzels.
Do not use vinegar to neutralize the acid on your skin. Just use water. The vinegar/lye reaction produces a lot of heat, possibly resulting in heat burns. The primary goal is to wash away the lye, not neutralize it. It can't burn you if it isn't on your skin. You should use dilute vinegar to clean up lye solution that may have spilled on your counter.
Oh, it is also extremely hygroscopic. It pulls moisture right out of the air, and starts to stick together, so store it in a dry place. Also, be careful with strong bases they don't hurt immediately upon contact, but they will burn/scar. If your hand feels wet and soapy, rinse your hand for at least 15 minutes. If you get it on your clothes, immediately take off the exposed item. Always wear goggles and gloves and do not put the lye solution in an aluminum pot. There really should be more about how to work with food grade lye safely in this article.
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http://www.amazon.com/Grade-Sodium-Hydroxide-Micro-Beads/dp/B001EDBEZM
Just a heads up, the shipping is pretty high when ordering dangerous chemicals like sodium hydroxide.
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