Let frozen dough rise according to package instructions.
Make egg wash mixture by beating egg with about 1 T. cold water. Set aside.
Make cocoa sugar by mixing sugar and cocoa together in a container. Shake to combine. Set aside.
Preheat oven to 400 degrees.
Roll dough out to about ¾ inch thick. Cut into 3/4 inch wide strips. Then cut strips into 1 ½ inch long pieces.
Bring 3 quarts of water to a boil. Gradually, add baking soda. Make sure you add it very gradually so it doesn’t bubble over.
Boil pretzel bites in batches (about 15 bites per batch) for 30 seconds per batch.
Remove bites from boiling water with a slotted spoon. Set on a paper towel lined plate to dry a little.
Remove from paper towel lined plate and set on a greased baking sheet.
Brush pretzel bites with egg wash mixture.
Bake for 15-18 minutes.
Microwave butter in a large microwaveable bowl until melted. Toss baked pretzel bites in butter.
Remove from butter and toss in cocoa sugar to coat. Place sugared pretzels on a serving plate.
Mix cream cheese, powdered sugar, cocoa, milk, and vanilla together to create a frosting for dipping. I don’t usually measure. Add more milk or powdered sugar to get the right dipping consistency.
Serve pretzels with cream cheese frosting!