Stir together Greek yogurt and self-rising flour until a soft dough forms. If it’s too sticky, sprinkle in a little more flour.
Roll the dough into long ropes and cut into bite-sized pieces.
Bring a pot of water to a boil and add 1 tsp baking soda. Drop in the pretzel bites for 30 seconds, then remove with a slotted spoon.
Place bites on a parchment-lined baking sheet, brush with beaten egg, and sprinkle with coarse salt.
Bake at 400°F for 10–12 minutes, until golden brown.
Stir melted butter with minced garlic and brush over warm pretzels. Sprinkle with parsley before serving.
Melt butter in a saucepan, whisk in flour, then slowly whisk in milk. Cook until thickened, then stir in cheddar, mustard, paprika, and cayenne until smooth.