What age are they? I'm not sure if the salt on the pretzel will harm them or not. They will need to have grit or access to dirt and pebbles if you do give them treats.
See the salt is the reason i didn't give them to my birds. they have oyster shell and grit available but i didn't want to take the chance. i heard cabbage, broccoli what all can i give them.
I gave mine grit, cut up apples, banana, and meal worms. I bought the mealworms at the pet store and they went crazy. I think they were disappointed with the fruit after the meal worms. I only give them one treat a day. Looking online for a place to buy them cheaper for a larger quanity.