A Disney World soft pretzel is a tradition with us.
Epcot - cart outside of Test Track, American pavilion, also Germany but according to my husband, they are "too doughy".
MGM - the fruit stand on Sunset Boulevard, another cart back towards the auto show thingy (the name is too long).
Animal Kingdom - favorite place - the cart is right across from Beastly Bizaare gift shop which is on the pathway from Asia around towards It's Tough to be a Bug. Take your pretzel and go over to the seating area for Flame Tree BBQ.
And yes, they have cheese at each place for an additional cost. It's in a separate cup - they don't put it on the pretzel for you. Guilden's mustard is also available.