• Preheat the oven to 400 degrees F. Prepare a baking sheet with parchment paper and/or cooking spray.
• Add the flour and yogurt to a medium-sized bowl. Mix together until the mixture is crumbly. Use your hands to knead the dough for 4-5 minutes until you can form it into a ball.
• Add flour to a large cutting board (or surface) and cut the dough into 4 pieces. Roll out each section into a long rope about 1/2-inch thick and about 1-foot long. Cut each dough rope into 8 pieces about an inch thick.
• (Optional step) Add the water and baking soda to a small pot. Once boiling, add the pretzel nuggets in batches (I did 8 at a time) 20-30 seconds at a time. Use a slotted spoon to remove them, shake off the excess water, then place them on the prepared baking sheet.
• Whisk together the egg and one tablespoon of water to form the egg wash and brush all the pretzel nuggets.
• Bake for 10-12 minutes, or until the nuggets start to turn golden brown.

For the Cinnamon Sugar Coating:

• Stir together the sweetener and cinnamon in a small bowl. Add the pretzel bites to a bowl and toss with melted butter. Then toss with the cinnamon-sugar mixture.