Yea I know how to make one in NL. You have a starting track piece going up at 30-ish degrees. Then you dive it down while rolling 180, pull up and back around, roll 180 again as you roll back over, exit slope should be close to the ammount of the entrance.
Pretzel Loops are just a dive loop + immelman, however, they start to bank much later than typical versions of these elements and provide a little pop of air. Hemisfair Twister basically has 1/2 a pretzel loop.