Whisk the water, brown sugar, granulated sugar and active dry yeast together in a large mixing bowl then let it sit for about 5 minutes or until the yeast starts to activate and puff up.
Stir in the butter and salt then gradually add in 2 ½ cups of the flour stirring the entire time to combine.
Turn the dough out onto a well-floured surface and with the remaining cup of flour knead the dough for about 10 minutes.
Scrape out any remaining bits of dough in the bowl and grease it well with butter then place the dough inside of the bowl and lightly grease the top of the dough as well.
Cover with plastic wrap or a large towel then place it in a warm space for about one hour or until the dough has doubled in size.
Using an electric mixer, mix the cream cheese until smooth then add the powdered sugar and vanilla and mix once again until completely combined.
Cover the bowl and refrigerate while the dough is rising.
Preheat the oven to 425 degrees Fahrenheit and line a large, low side baking pan with parchment paper.
Once the dough has risen, divide the dough into 6 equal pieces then roll one of the pieces into an 18-inch rope.
Use a rolling pin or your hands to flatten out the rope to about 2 inches in width.
Scoop the cream cheese filling into a large ziploc bag then cut a small hole into one of the corners and push the cream cheese into that corner.
Pipe out some cream cheese down the center of the flattened pretzel rope, leaving about a half inch of space on the ends without any cream cheese.
Pinch the sides together and pinch the ends as well then gently press down the pinched areas.
Twist the rope twice around before forming it into a pretzel shape.
Repeat the process with the remaining dough then let the pretzels rest for 15 minutes. (If the dough starts to open around the cream cheese while it is resting, press the edges back together before boiling.)
In the meantime, boil about six cups of water in a large pot over high heat then pour in the baking soda.
Once boiling, add the first pretzel that you made to the water and let it boil for about 30 seconds then remove the pretzel from the water and place it back on the baking pan.
Repeat the process with the remaining pretzels.
If you want a nice brown top, whisk an egg with a bit of water together in a small bowl then brush the tops of the pretzels.
Bake for 10-12 minutes or until light and golden on top.
While the pretzels are baking, whisk together the sugar and cinnamon on a plate or a shallow bowl and once the pretzels have cooled for about 10 minutes dip them into the cinnamon sugar then serve.