In the bowl of a stand mixer fitted with a dough hook, combine all of the dough ingredients. Mix on low speed until everything is well combined.

Increase the speed to medium and knead for 7 to 10 minutes, until the dough becomes elastic and smooth, and no longer sticks to the sides of the bowl or your hands. If needed, add a little more flour.

Place the dough in a greased bowl, turning it to coat. Cover tightly with plastic wrap and let it rise until it has doubled in size, which should take about 1 hour.

Preheat the oven to 400°F. Line two baking sheets with parchment paper, and spray with nonstick cooking spray or grease with butter.

Remove the dough to a clean surface. Divide it into 6 equal pieces. Roll each piece into a 20-inch long log by rolling it on the counter or between your palms. Keep the other pieces covered. Only add flour to your surface or dough if absolutely necessary.

Using a bench scraper, cut each log into about thirteen 1 1/2-inch pieces. Be careful not to cut them too large, as they will puff up during baking. Place the pieces onto the greased parchment-lined baking sheets.

Bring the water to a boil (an electric kettle works well). Carefully pour the boiling water into a large bowl (the same one the dough rose in works well) and add the baking soda. Stir with a wooden spoon until the baking soda is dissolved.

Dunk the pretzel bites into the baking soda solution, starting with the ones you shaped first. Let them sit in the solution for no more than 30 seconds, then gently remove them with a slotted spoon and place them back onto the greased, lined baking sheets. Make sure to space them at least half an inch apart.

Bake both trays in the preheated oven at 400°F for 12 to 15 minutes, rotating the trays halfway through baking to ensure even cooking. The pretzels should be golden brown when done, or to your desired color.

Allow the pretzels to cool for 5 minutes before peeling them away from the parchment paper.

Place the baked pretzels in a large sealable container. Toss them with the melted butter, then add the cinnamon and sugar, and toss to coat evenly.

In the bowl of a stand mixer fitted with the paddle attachment, beat together the cream cheese, butter, cream or milk, and vanilla on medium-high speed until smooth, light, and creamy, about 3 minutes.

On low speed, gradually add the powdered sugar and continue mixing until the dip becomes fluffy.

The cinnamon sugar-coated pretzels are best served immediately after making. Alternatively, you can freeze the baked but uncoated pretzels. When ready to serve, thaw them to room temperature and refresh them in a 350°F oven for 5 minutes before coating them as instructed.