Put the Chex cereal and pretzels in a large casserole dish with deep edges (this makes a lot!).
Mix the melted butter and the corn syrup together. Pour it over the mix and add the brown sugar, sugar, and cinnamon. Toss with your hands or a rubber spatula.Note: All pieces will not be evenly coated.
Place the dish in a smoker or pellet grill set to 250 degrees for 2 hours. Use a rubber spatula to turn the mix a few times, scraping the bottom to toss any sugar that fell through.
Sprinkle more cinnamon and sugar over top while still warm if desired. Let the snack mix cool slightly before serving.