Cheese and cinnamon sugar are both easy flavor soft pretzel flavor combinations that you can try. To make cheese pretzels, after dunking in the baking soda mixture, sprinkle shredded cheddar cheese on top right before baking. You will not want to brush melted butter on top of any cheese pretzels, as you do not want the added grease. For sweet pretzels, simply sprinkle cinnamon and sugar on top after brushing the pretzels with melted butter.