Preheat the oven to 400°F. Line baking sheet with parchment paper. Spray with nonstick cooking spray.
To Make the Dough
In a bowl, combine all the dough ingredients. Using an electric mixer on low speed, mix until well combined.
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.
Transfer dough into a greased bowl, turning to coat. Cover tightly with plastic wrap and let rise until about doubled in size.
Shape the Pretzels
Remove the dough to a clean work surface. Divide into 6 equal pieces. Roll each piece against the counter or between your palms into a long log. Keep the remaining pieces covered. Only add flour to your work surface or dough if necessary.
Using a bench cutter, cut about 13 pieces from each log. Be sure to not cut these too big, they will puff up in the oven. Place on the greased parchment lined baking sheet. Repeat the process with the remaining dough.
Prepare the Baking Soda Bath
In a pot, bring the water to a boil. Carefully pour the water into a metal bowl, add in the baking soda. Stir with a spatula to dissolve.
Dunk the pretzels bites in the baking soda solution 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
Bake pretzel bites for about 12 to 15 minutes until golden brown.
Let cool for 5 minutes before peeling away from the parchment paper.
Coat with Cinnamon Sugar
Place the cooked pretzels in a large bowl. Toss with the melted butter. Add the cinnamon and sugar and toss to combine.
Make the Cream Cheese Dip
Using an electric mixer, beat the cream cheese, butter, milk, and vanilla on medium-high speed until very light, creamy, and smooth, about three minutes. At a low speed, gradually add in the sugar and beat until fluffy.
Serve pretzel bites with cream cheese dip and enjoy.