Prepare the ingredients: melt the coconut oil in a small saucepan and let it cool while you prepare the other ingredients.
In a large bowl, combine the almond flour, baking soda, and salt.
Add the egg, melted coconut oil, and apple cider vinegar to the flour mixture. By hand or with a wooden spoon, knead the dough until you have a smooth, pliable dough.
Shape the dough into small balls, then roll each ball into long ropes. Shape the ropes into pretzels and place them on a baking sheet lined with parchment paper.
Preheat the oven to 350°F (180°C, or 320°F/160°C if using a convection oven). Before baking, if desired, brush the pretzels with a beaten egg for a shinier, golden-brown finish.
Bake the pretzels for 15-20 minutes, or until golden brown. Be careful not to burn them! Once done, remove from the oven and let them cool.
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