Make the dough:
1 In the bowl of a stand mixer fitted with the dough hook, combine all of the dough ingredients. Mix on low speed until combined.
2 Increase speed to medium and knead for 7 to 10 minutes until the dough is elastic and smooth and doesn’t stick to the sides of the bowl or your hands, adding a little more flour if needed.
3 Place in a greased bowl, turning to coat. Cover tightly with plastic wrap and let rise until about doubled in size, about 1 hour.
4 Preheat the oven to 400°F. Line two baking sheets with parchment paper. Spray with nonstick cooking spray or grease with butter.
Shape the pretzels:
1 Remove the dough to a clean work surface. Divide into 6 equal pieces. Roll each piece against the counter or between your palms into about a 20-inch long log. Keep the remaining pieces covered. Only add flour to your work surface or dough if absolutely necessary.
2 Using a bench cutter, cut about thirteen 1 1/2-inch pieces from each log. Be sure to not cut these too big, they will puff up in the oven! Place on the two greased parchment-lined baking sheets.
Prepare the baking soda bath:
1 Bring the water to a boil (I like to use an electric kettle). Carefully pour the water into a large bowl (I use the bowl the dough rose in) and add in the baking soda. Stir with a wooden spoon to dissolve.
2 Dunk the pretzels bites in the baking soda solution, starting with the ones you shaped first, for no more than thirty seconds, before gently removing with a slotted spoon back to the greased and lined baking sheets, spacing them out at least half an inch apart.
Bake the pretzels:
1 Bake both trays at 400°F for about 12 to 15 minutes, alternating the trays halfway through the baking time for even baking, until golden brown to your preference.
2 Let cool for 5 minutes before peeling away from the parchment paper.
Coat with cinnamon sugar:
1 Place the cooked pretzels in a large sealable container. Toss with the melted butter. Add the cinnamon and sugar and toss to combine.
Make the cream cheese dip:
1 In the bowl of a stand mixer fitted with the paddle attachment, beat the cream cheese, butter, cream or milk, and vanilla on medium-high speed until very light, creamy, and smooth, about three minutes. On low speed, gradually add in the sugar and beat until fluffy.
2 Coated pretzels are best served soon after making. Alternatively, you can freeze the baked uncoated pretzels. Thaw to room temperature, then refresh in a 350°F oven for 5 minutes before coating as the recipe instructs.