Preheat the oven to 350ºF and line a 6x10-inch or 8x8-inch pan with parchment paper.
Place the pretzels in a food processor and process on high until the mixture turns into crumbs.
Add the melted butter, agave, and vanilla extract into the food processor and process on low until a crumble forms and you are able to mold the pretzel mixture between two fingers.
Pour the pretzel crumbs into the lined pan and firmly press the mixture into the bottom of the pan with a spatula.
Bake the crust at 350ºF for 15-17 minutes or until golden brown. Remove from the oven and let it cool.
In a separate, medium-sized bowl, add the Greek yogurt and agave. Mix the two ingredients together until combined. Then, add the tequila, orange liqueur, lime juice, and lime zest. Mix the ingredients together until combined.The mixture will feel watery. Set aside.
In a separate bowl, use a hand mixer to whisk the heavy cream and vanilla extract together until stiff peaks form.
Add the whipped cream into the Greek yogurt mixture and gently fold them together. You want the whipped cream to remain fluffy as you fold it into the tequila mixture*.
Pour the filling into the crust and evenly spread it out using a spatula
Place the pan in the freezer for at least 3 hours to set.
Once the bars have set, slice them with a sharp knife and serve.