Yes you can. In fact, you can do it either by using a microwave or an oven. In the case of using an oven, first preheat your oven to 400◦ while allowing the pretzels to thaw. Then, wrap the pretzels in foil and bake for 3 minutes. As for using a microwave, start by allowing the pretzels to thaw. Then, proceed to microwave the pretzels for approximately 10 to 15 seconds on a medium setting.