Using an electric mixer, cream the sugar, butter and salt at high speed until well blended, about 3 minutes. Scrape down the bowl, add the egg and vanilla and beat for 1 minute.
Beat in the cocoa at medium speed until thoroughly blended. Add the flour and mix at low speed just until incorporated.
Preheat the oven to 350 degrees . Line 2 cookie sheets with parchment.
Divide the dough into 10 pieces; roll into balls. Lightly dust a wooden cutting board with cocoa. Using your palms and working with 1 dough ball at a time, roll the dough along the surface to form a 12-inch rope.
Pick up both ends and cross them to make a loop. Cross ends again, making a twist. Carefully pick up the twist and press the 2 ends on top of the loop, making a pretzel shape. Carefully transfer the cookies to the prepared pans, spacing evenly.
Brush the pretzels with egg white; sprinkle generously with nonpareils. Bake 1 pan at a time (refrigerate the other pan) until the pretzels are firm, about 13 minutes. Let cool on the pan for 2 minutes; transfer to racks to cool completely.