Preheat your oven to 425°F (220°C).
Prepare the pretzel coating mixture by combining crushed pretzels, breadcrumbs, garlic powder, onion powder, paprika, salt, and pepper in a shallow dish.
In another bowl, pour the buttermilk and season with a bit of salt and pepper. Submerge each chicken breast in the buttermilk mixture to coat well.
Take each chicken breast out of the buttermilk, allowing excess to drip off, then dredge in the pretzel mixture, pressing gently to ensure coating sticks.
Place the coated chicken breasts on a parchment-lined baking sheet and lightly spray or brush the tops with olive oil.
Bake the chicken for 20-25 minutes, flipping halfway through, until the internal temperature reaches 165°F (75°C) and the coating is crispy.
While the chicken bakes, prepare the creamy mustard-cheddar sauce by combining the shredded cheddar, Dijon mustard, and heavy cream in a saucepan over medium heat.
Once the cheese has melted and the sauce is heated through, season to taste with salt and pepper, adjusting flavors as needed.
Once the chicken is fully cooked, remove it from the oven and allow it to rest for a few minutes before slicing.
Serve the crispy chicken drizzled with the creamy mustard-cheddar sauce on top or on the side.