Line a large cookie sheet with parchment paper or a silicone baking mat. Set aside.

In a large bowl using a handheld or stand mixer with the paddle attachment, beat the butter, brown sugar, and sugar together on medium speed until light and creamy. Add the milk and vanilla. Mix. Add the flour and salt all at once and slowly mix until everything is moist. Add the mini chocolate chips. Mix.

Roll the dough into balls, about 1½ to 2 teaspoons of dough per sandwich depending on desired size. Sandwich balls between two pretzels and place on prepared baking sheet. Freeze for 20 minutes.

While the pretzel bites are chilling, melt with the chocolate and coconut oil or shortening for about 1 minute in microwave, stirring every 20 seconds. Dip the pretzel bites halfway into the melted chocolate and place bites back on baking sheet. Refrigerate the dipped bites for at least 15 minutes to allow the chocolate to set. Cover and store pretzel bites in the refrigerator for up to 5 days.