I have never made them myself but I have always been more of a yogurt pretzel fan. I do enjoy some chocolate covered pretzels but I can get them any time of the year.
I never even considered them holiday food just because we have them everywhere around here all year round. haha
I did some chocolate covered rods this year... well, last year. lol I just melted down some hersheys mini bars and dipped the pretzels in. Before they cooled off I sprinkled peppermint crumbles on some, peanut butter shavings on others, and did some with just big sprinkles.