Stir together the yeast and warm water in a bowl for about 1 minute until the yeast is mostly dissolved. Mix in the flour, salt, and brown sugar until dough is thick and no longer sticky. Add more flour 1 tablespoon at a time (if needed) to make sure dough isn't sticky. (Poke dough with your finger, and dough should bounce back - then it is ready.)
Lightly flour a flat surface and knead the dough for 3 minutes and form into a ball.
Lightly grease a large bowl with non-stick spray and place dough in. Cover bowl with a towel and place in a room temperature, warm area for 30 minutes.
Preheat the oven to 425°F.
In a large sauté pan or pot, bring 8 cups of water and baking soda to a boil.
Cut the dough ball into equally sized pieces. Using your hands, gently roll each dough piece into long ropes about 8-10 inches long. Then form each rope into a pretzel. (Take either end of the rope in your finger tips and draw them together so the dough forms a circle. Twist the ends of the rope together once or twice, depending on your preference. Then bring the twisted end toward yourself and fold it down onto the bottom curve. Use a bit of water or milk to wet the ends and make them stick them onto the dough.)
Drop each pretzel into the boiling water/baking soda bath and let sit for 20-30 seconds. Remove with a slotted spoon and place on a baking sheet lined with parchment paper.
Brush the egg over each pretzel. Place in oven and bake for 15 minutes or until pretzel tops are a nice golden brown. Remove from oven.
Combine sugar and cinnamon in a small bowl. Brush the top of each pretzel with melted butter then dip into cinnamon sugar.
Mix together the cream cheese, vanilla, and powdered sugar until smooth and serve as a dip for the pretzels.