Line a baking sheet or tray with waxed or parchment paper. Set aside.
Put the chocolate and coconut oil or shortening in a microwave safe bowl, and heat on 80% power for 1 minute. Stir, and heat at 15 second increments, stirring after each burst, until the chocolate is fully melted and smooth. Let rest at room temperature while preparing the pretzel sandwiches.
Use a butter knife to smear a layer of peanut butter on one pretzel cracker. Make the layer as thick as you'd like, but be aware that they become less stable for dipping the thicker the layer of peanut butter is. I prefer to keep the layer about 1/8 to 1/4 of an inch thick. Lightly press another pretzel cracker on top to create a sandwich. Lay it on the prepared cookie sheet. Repeat this process until you've used up all your whole pretzel crackers.
Lift one pretzel sandwich at a time and dip one end into the melted chocolate up to the halfway point. If needed, use a spoon to help the chocolate get halfway up the pretzel sandwich. Lift the sandwich up, left the excess chocolate drip off, then place it carefully on the prepared baking sheet. Repeat until all of the sandwiches have been dipped. Let the dipped pretzel peanut butter sandwiches stand at room temperature until the chocolate becomes firm.
If you're in a hurry, you can speed the process up by putting the baking sheet in the refrigerator, but it will make the chocolate look a little funny.
When the chocolate has firmed up, you can transfer the sandwiches to an airtight container and store them at room temperature for up to a week.