Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.
Season the chicken breasts generously with salt, pepper, garlic powder, and onion powder.
Create a breading station using three bowls: one for flour, one for beaten eggs mixed with Dijon mustard, and one filled with crushed pretzels.
Dip each seasoned chicken breast into flour, then into the egg mixture, and finally coat it in crushed pretzels.
Place the coated chicken breasts on the prepared baking sheet and bake for 25-30 minutes or until they reach an internal temperature of 165°F (75°C).
Combine milk, Dijon mustard, and Worcestershire sauce in a saucepan over medium heat. Stir until heated through, then add shredded cheddar cheese until melted and smooth.