Preheat the oven to 180C/350F. Line a large baking tray with parchment paper.
In a large mixing bowl, add the almond flour and set aside. In a microwave safe bowl, add the shredded cheese with yogurt and microwave until the cheese has melted. Whisk into the yogurt.
Transfer the cheese mixture into the almond flour and add the egg. Mix well, until fully combined. Using your hands, knead the dough until completely combined and form into a ball of dough.
Transfer the ball of dough onto a kitchen surface. Divide the dough into 6 portions. Roll out each one into a 10-inch hot dog shape. Cross each one into a pretzel shape and place on the lined tray. Bake for 12 minutes, until lightly golden on top.
Remove from the oven and let cool completely, before covering in the cinnamon mixture.
In a mixing bowl, mix together your cinnamon and sweetener, until combined. Once the pretzels are cooled, dip in the melted butter on both sides. Dip the buttered pretzels into the cinnamon mixture until fully coated.
For plain pretzels, omit the cinnamon sugar mixture. TO STORE: Leftover soft pretzels should always be stored in the refrigerator, otherwise, they will spoil. Keep them in a covered container or ziplock bag, for up to 2 weeks. TO FREEZE: Place pretzels in a ziplock bag and store in the freezer for up to 6 months. Thaw overnight in the refrigerator before enjoying it. TO REHEAT: Soft pretzels are best enjoyed warm, so zap in the microwave for 30 seconds or in a toaster oven/oven for 5-6 minutes.