Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
Season the chicken breasts with salt, pepper, garlic powder, and onion powder.
Set up a breading station with flour in one bowl, beaten eggs and Dijon mustard in another, and crushed pretzels in a third.
Bread the chicken by dipping it in flour, then egg mixture, and finally coating it with crushed pretzels.
Bake the coated chicken on the prepared baking sheet for 25-30 minutes until cooked through and golden brown.
In a small saucepan, combine milk and Dijon mustard over medium heat, then add shredded cheddar cheese until melted and smooth.
Let the chicken rest for a few minutes before serving, drizzling the mustard-cheddar sauce over each piece.