1 Melt chocolate and shortening or wax over a double boiler or in the microwave. 2 Stir until smooth and combined. 3 Remove from heat, leaving mixture over hot water if using a double boiler. 4 If using microwave you may need to reheat if mixture gets too thick for dipping. 5 Dip each pretzel in chocolate, allowing excess to drip off. 6 Place on wax paper lined cookie sheets and chill until firm.