RAB grilled burgers last Sunday night. We were at Costco and didn't want to make an additional stop for burger buns. We went with their ciabatta rolls, which worked out nicely. They come in bags of eight and were super-fresh. The great thing about them is that they held the rare half-pound burgers and toppings well. Nothing falling out the sides, which can be a problem with a wimpier bun. We toasted them, and enjoyed the nice chew. It's not a typical burger bun, but it served our purposes very well. (Btw, the ciabatta rolls also make for a great pan bagnat, which I enjoyed for lunch twice this week. The ciabatta does a great job soaking up the yummy oil.)
We've also bought kaiser rolls and brioche-like buns at Whole Foods. The problem I've found with WF, though, is that not every WF has the same baked goods.
I did a quick search of "pretzel rolls," and justjoan in the Kuma's thread mentions that they have them at Olivia's Market in Wicker Park, which isn't too terribly far from Paulina's.