Line a baking sheet with parchment paper to lay the chocolate-dipped pretzels to set.
Melt the colored chocolates:
Work with one candy melt color at a time.
Place ½ cup white candy melts in a microwave-safe bowl. You can also use taller cups to melt them, so it’s easier to dip the rods. Microwave at medium power for 20-30 seconds, then stir well. Continue microwaving in 30-second spurts, stirring well in between until the chocolate is fully melted and smooth. Repeat with ½ cup red candy melts and ½ cup blue candy melts.
Coat the pretzels:
Dip one pretzel into the melted candy, tilting the bowl and using a spoon to help cover half of the pretzel evenly. Or as much as you like; some people like more than half.
Gently shake off any excess candy melt before placing the pretzel rod on the parchment paper.
Add the sprinkles:
While the candy coating is still wet, sprinkle some of the red, white and blue sprinkles over each pretzel. You can sprinkle them by hand or roll the wet, candy-coated section of the pretzel rod in a bowl of sprinkles for fuller coverage.
Allow the candy melts to harden completely at room temperature, which should take about 15-30 minutes. For quicker setting, place the baking sheet in the refrigerator for about 10 minutes.
The chocolate must be fully set before you serve the pretzels. If not serving immediately, store them in an airtight container at room temperature to keep the pretzels from becoming soft.
Notes
If making ahead, store them in an airtight container and avoid humid places. Refrigerate if your kitchen is too warm. Don't freeze.