The ones you buy in the store don't contain anything you'd recognize as yogurt, since fresh yogurt is mostly water and would make the pretzels stale practically instantly. Instead, they use "yogurt powder" and hydrogenated palm kernel oil, the latter of which has been proven to cause serious health problems. These ingredients are used because they are far cheaper than white chocolate, yet sound "healthy" because of the word "yogurt". OK, off my soapbox.

So really, actual yogurt is out as a coating of dry/crunchy stuff unless you are serving it right away. But that's fine: how about tossing the pretzels in a small amount of clarified butter, then adding cinnamon and sugar? Or perhaps setting them in a medallion of caramel? The chocolate allergy is a significant constraint, but there are a lot of other directions you could go.

I bet mixing carob & a dash of cinnamon with either coconut butter or oil would work pretty well since they both stay solid at room temp.

How about using almond bark? Its mostly sugar and oil. Not the healthiest option, but it doesn't contain chocolate atleast the vanilla version doesn't. Not sure about the chocolate.

To overcome the problem of staleness, how about doing a sweet yogurt dip instead? That way any number of things can be dipped not just pretzels.

http://bakingbites.com/2006/03/fruit-kebabs-and-honey-yogurt-dip/

Thanks for the suggestions. I like the idea of making almond bark. Hmmm.