Thought Pretzels are statements that attempt to be humorous due to their self-referential nature.
"I don't find irony funny, but it's the only kind of humor I'm good at."
Some are statements that appear self-contradictory, but from a different perspective, are not.
Ideally, a Thought Pretzel, at a deeper level, should make an ironic kind of sense. For example, it's both valid and hypocritical to be intolerant of intolerant people, or judge judgmental people.
—Tracy Jordan, "30 Rock"
—Tom Zampino