Combine yeast, water, and 1/2 teaspoon sugar. Let sit for 5 minutes.
Combine flour, whey protein, cocoa, 3 tablespoons sugar, 1 teaspoon salt, xanthan gum, and butter in a large mixing bowl. Cut in butter with pastry cutter or fingers until mixture resembles coarse meal. Add yeast mixture and stir until well combined.
Pour out on a surface and knead a few times to make a smooth dough. Place dough in a well-greased bowl and cover. Let rise in a warm place, free from drafts for 60 minutes.
Preheat oven to 475°. Divide dough into 6 pieces. Knead pieces in your hands until nicely smooth. Roll each piece into a 16-18-inch length and form into a pretzel shape.
In a non-aluminum pot, bring water to a boil with baking soda. Add pretzels, two at a time, and boil 1 minute. Shake off excess water. Place pretzels on a baking sheet coated generously with cooking spray. Spray pretzels with cooking spray. Bake at 475° for 10 minutes or done. Allow to cool slightly. Brush with melted butter and sprinkle with cinnamon sugar.