If I want to dip something in chocolate, I'll melt the chocolate in a double boiler (Julia Child called it something fancy, bain marie maybe?) Dip you pretzel, put it on parchment paper (the chocolate will flow a little but oh well) then put it in the freezer.

One of my coworker's wife made white chocolate dipped pretzel rods with colored sugar...YUM! I'm going to try to do that next year.