Every major Tesco we've been to recently has soft pretzels along with their bakery items. I do not think they taste good, though. Nothing like what I had in the States, including soft pretzels from the freezer.
The coffee place at Marylebone Station (maybe that's Coffee Republic, can't remember) has soft pretzels. But their not warm, and have no salt on them. The dough isn't tastey enough to stand on its own so I ended up wondering why I was eating it at all.
when I was in the States, I bought frozen soft pretzels to microwave every day, got a couple big soft pretzels at Legoland, another at the cart outside Home Depot. Just love those things.
I've tried to make my own, never turned out very good. Kinda like my homemade donuts.