Combine the olives, anchovy, garlic, olive oil and black pepper in a food processor and process until the mixture is smooth, about 15 seconds. Set aside. Combine the yeast, sugar, and 1 tablespoon of the oil in the bowl of an electric mixer fitted with a dough hook. Add the milk. With the mixer on low speed, beat the mixture for about 4 minutes to dissolve the yeast. If the yeast mixture doesn't begin to foam after a few minutes, it means it's not active and will have to be replaced. Add the flour, salt and olive mixture to the yeast mixture. Mix on low speed until it lightly comes together, then increase the speed to medium and beat until the mixture pulls away from the sides of the bowl, forms a ball, and climbs slightly up the dough hook. Remove the dough from the bowl. Coat the dough with the remaining teaspoon vegetable oil. Return the dough to the bowl and turn it to oil all sides. Cover the bowl with plastic wrap, set in a warm, draft-free place, and let rise until doubled in size, about 2 hours. Remove the dough from the bowl and turn it onto a lightly floured surface. Preheat the oven 350 degrees F. Roll the dough into 12 by 10-inch rectangle. Cut into 20 strips, 12 by 1/2-inches. Gently pull each strip into a rope about 16 inches long. To form the pretzels, cross one end over the other to form a circle, overlapping about 4 inches from each end. Take one of the ropes in each hand and twist once at the point where the dough overlaps. Carefully lift each end across to the edge of the circle opposite it. Tuck the ends under the edges to form a pretzel shape. Lightly moisten the ends with water to seal completely. Place the pretzels on the prepared baking sheet. Bake for 5 minutes. Remove from the oven. Bring 1 gallon of salted water to a boil. Add several of the pretzels at a time in the boiling water. Cook for 2 minutes on each side. With a slotted spoon remove from the water. Drain on paper-towels. Bring the water back to a boil and repeat the cooking process. Regrease the baking sheet. Place the pretzels on the baking sheet. Whisk the egg whites and water together. Using a pastry brush, brush each pretzel with the egg wash. Sprinkle each pretzel with the kosher salt. Bake for 20 to 25 minutes or until golden brown. Remove from the oven and serve warm with Creole Mustard.