Preheat oven to 325ºF. Line two baking sheets with parchment paper and set aside for later.
In a large mixing bowl, whisk together oat and coconut flours.
Add remaining wet ingredients. Using a spoon, begin mixing everything together.
Once you're left with crumbly bits, use your hands to knead ingredients into a dough ball. Dough should have a Play Doh-like consistency. If it's too dry, add a tiny bit more coconut oil. If dough feels wet, let rest on the counter for about 5 minutes before shaping into pretzels.
Pinch off a piece of the dough and use your hands to roll it into a long rope. Aim to roll your dough until it's about 1/4" thick and 10 inches long.
Twist into pretzels! First, form a U shape. Then, cross, twist, and fold each piece to form the pretzel shape. (Watch video above for a clear visual). Press the ends down to ensure your treat is secure.
Place pretzels on a baking sheet. They won't spread, but your treats shouldn't touch.
Bake for 20 minutes. Once the timer goes off, flip them over and bake for another 5-10 minutes. The treats should become slightly golden on the outside.
Let treats cool on a wire rack before feeding to your pup! Store in an airtight container in the refrigerator for up to 2 weeks, or in the freezer for up to 3 months.