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Preheat oven to 350°F and line a baking sheet with parchment paper.
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Melt butter and whisk in the egg white and vanilla extract.
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Place pretzel sticks in a gallon-sized zip-top bag. Pour the butter mixture into the bag, seal, and shake to coat the pretzels evenly.
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In a bowl, whisk together sugar and cinnamon. Add this mixture to the bag, seal, and shake again until all pretzels are coated.
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Spread the pretzels on the baking sheet in an even layer. Bake for 15 minutes, stirring once halfway through.
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Remove from the oven and stir immediately to prevent sticking. Cool completely before serving.