Heat oven to 350°F.
On a well-floured surface, knead together cookie dough, cocoa powder, confectioners' sugar and cinnamon.
Roll dough, one heaping teaspoon at a time, into balls. On a lightly floured surface, roll each ball into a 9-inch rope. Form into pretzel shape and place on an ungreased baking sheet. Repeat, placing 2 inches apart.
Bake at 350°F for 9 minutes. Cool on baking sheet for 1 minute. Remove cookies to wire rack to cool completely.
Beat powdered egg whites and water as directed on package until foamy. Beat in sugar and cocoa powder until smooth.
Beat powdered egg white and water as directed on package until foamy. Beat in sugar until smooth.
Dip cooled cookies in icings and place on rack over waxed paper. Sprinkle with nonpareils and allow to set up.