Preheat your oven to 400°F (200°C).
Prepare the chicken by seasoning with salt, pepper, garlic powder, and paprika.
Set up a breading station: place flour in one bowl, whisked eggs in another, and pretzel crumbs in a third.
Dredge each piece of chicken first in the flour, then dip into the egg, and finally coat with pretzel crumbs.
Place the breaded chicken on a baking sheet lined with parchment paper.
Bake the chicken in the preheated oven for 20-25 minutes, or until cooked through.
While the chicken bakes, prepare the creamy mustard-cheddar sauce.
In a saucepan, combine the heavy cream, Dijon mustard, and shredded cheddar over medium heat.
Stir until smooth and continue to cook until slightly thickened.
Once the chicken is finished baking, remove it from the oven and let it rest for a few minutes.
Serve the crispy pretzel chicken with the creamy mustard-cheddar sauce drizzled on top.