Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.

Pat chicken breasts dry and season with salt, pepper, garlic powder, and onion powder.

Set up three breading stations: flour in one bowl, whisked eggs and mustard in another, and crushed pretzels in the third.

Coat chicken in flour, dip in egg-mustard mixture, then press into the crushed pretzels.

Arrange chicken on the baking sheet and bake for 25–30 minutes until the internal temperature reaches 165°F (75°C).

For the sauce, combine milk, Dijon mustard, and Worcestershire sauce in a saucepan over medium heat until heated through.

Stir in shredded cheddar cheese until melted and smooth, then season the sauce with salt and pepper.

Let chicken rest for a few minutes after baking, then drizzle with mustard-cheddar sauce and serve.