Preheat your oven to 400°F (200°C) and prepare a baking sheet.
Prepare the pretzel crumbs by crushing pretzels in a food processor.
In a shallow bowl, whisk together the eggs and Dijon mustard.
In another bowl, combine the pretzel crumbs, garlic powder, smoked paprika, salt, and pepper.
Dip each chicken breast into the egg mixture, allowing excess to drip off.
Coat the chicken in the pretzel crumb mixture, pressing gently to adhere.
Place the coated chicken on the prepared baking sheet and drizzle with olive oil.
Bake the chicken for about 20-25 minutes until cooked through.
While the chicken is baking, prepare the creamy mustard-cheddar sauce.
In a saucepan, combine heavy cream and shredded cheddar over medium heat.
Add Dijon mustard to the sauce mixture and stir until combined.
Season the sauce with salt and pepper to taste before removing from heat.
Once the chicken is done, let it rest for a few minutes before serving.