I have been thinking about those pretzel buns I bought for a week now. I had to try making some myself. I found a recipe for them here. The recipe called for all white flour, so I decided to replace only 1/2 of the flour with wheat for my first try making them. They taste great and I think they will work well with 100% whole wheat next time. It makes a large batch (12), so there are enough to freeze half for another meal.
We had ours filled with vegetarian lentil sloppy joes and some broccoli slaw. A 100% from scratch, un-processed meal! And it was very tasty!

Pretzel Rolls
1 1/3 cups warm water
2 tbsp milk (recipe originally calls for warmed milk, but I think you can skip that step)
1 pkg yeast (I use Hodgson Mills wheat flour yeast)
1/3 cup evaporated cane juice
2 tbsp butter, melted
2 cups bread flour
2 cups white whole wheat flour
sea salt or pretzel salt
2 quarts water
1/2 cup baking soda
In a warmed mixing bowl with a dough hook, combine 1/3 cup water and yeast. Stir to combine. Add in remaining water, milk, sugar and butter and mix so that the sugar dissolves.
Add the flours and mix on a low speed (I use speed 2 on my KitchenAid) until combined. Let the mixer continue to knead the dough for about 4 more minutes. It should be an elastic ball that pulls away from the sides of the bowl.
Remove from bowl and roll into a log about 2 ft long. Cut into 12 sections. Cover and let sit for about 10 minutes.
Shape into rolls and cover with oiled plastic wrap. (I also covered with a towel.) Let rise for 30 minutes.
Preheat oven to 425 and prepare your parboiling pot. Boil 2 quarts water in a large pot. Add the baking soda. (It will foam up when you do this, so turn down the heat a little if needed.) Drop rolls into water (one or two at a time), turning them over and only leaving them in their for 30 seconds at most. Remove and place on an oiled baking sheet. Sprinkle with salt.
Bake for 8-10 minutes until golden.
These are best warm from the oven, but also good at room temperature.