Prepare the Chicken
Preheat oven to 400°F (200°C). Season chicken breasts with salt and pepper.
Set Up Breading Station
Place flour in one bowl. In another bowl, beat eggs with Dijon mustard. Add crushed pretzels to a third bowl.
Bread the Chicken
Dredge each chicken breast in flour, dip into egg mixture, then coat evenly with pretzels, pressing gently to adhere.
Bake the Chicken
Place chicken on a lined baking sheet. Drizzle with oil or butter. Bake for 25–30 minutes, until golden and cooked through.
Make the Sauce
Melt butter in a saucepan over medium heat. Whisk in flour and cook 1 minute. Slowly whisk in milk until smooth. Add cheddar cheese and Dijon mustard; stir until melted and creamy.
Serve
Serve chicken warm with mustard cheddar sauce drizzled on top or on the side.