Preheat your oven to 400 degrees F. Line a baking sheet with parchment paper and set aside.

Season each chicken breast on both sides with salt, pepper, garlic powder, and onion powder.

Set up a breading station with three shallow bowls: flour in the first, eggs beaten together with Dijon mustard in the second, and crushed pretzels in the third.

Coat each chicken breast in flour, shaking off any excess. Dip into the egg and mustard mixture, letting any extra drip off. Press firmly into the crushed pretzels on all sides to coat evenly.

Place the breaded chicken breasts on the prepared baking sheet with space between each piece. Bake for 25 to 30 minutes until the crust is deep golden brown and the internal temperature reaches 165 degrees F. Do not flip during baking.

While the chicken bakes, prepare the sauce. In a small saucepan over medium heat, combine the milk, Dijon mustard, and Worcestershire sauce. Stir constantly until heated through and just beginning to steam.

Reduce the heat to low and gradually add the shredded cheddar cheese, stirring after each addition until fully melted and smooth. Season with salt and pepper to taste. Remove from heat. Add a splash of milk if the sauce gets too thick.

Let the baked chicken rest for 3 to 5 minutes. Drizzle generously with the warm mustard-cheddar sauce and serve immediately.