Preheat oven to 425 degrees F. Place pretzels in a resealable plastic bag. Use a rolling pin, crush pretzels. Add cumin; shake to mix.
Place beaten eggs in a shallow dish. Dip drumsticks, one at a time, in eggs; let excess drip off. Add chicken to bag; shake gently to coat. Coat roasting rack with nonstick cooking spray and place over a foil-lined baking pan. Transfer chicken to roasting rack.
Bake 40 to 50 minutes until golden brown and juices run clear (180 degrees F). Transfer chicken to platter; sprinkle with thyme leaves, if desired.
For Fig Mustard Dip, in a small bowl stir together fig jam and mustard. Serve with chicken.