1. Preheat the oven to 425ºF. Bring a large pot of water to a rolling boil.

2. Flour a clean work surface and rolling pin. Open the dough and turn it out onto your prepared surface. Using the rolling pin, roll out the dough. Then, using a pizza cutter or knife, cut the dough into 2-inch squares. Roll each square into a ball.

3. Line a baking sheet with parchment paper, then generously coat the parchment with nonstick cooking spray.

4. Carefully add the baking soda to the boiling water (it will bubble up in the pot). Gently mix to dissolve.

5. Carefully drop the balls of dough into the boiling water. Boil until they float to the top, no more than 2 minutes. Using a pair of tongs or a spider strainer, gently transfer the pretzel bits to a paper towel–lined plate to drain. Then, transfer them to the greased parchment.

6. Brush the pretzel bites with the egg wash and generously top with the coarse kosher salt. Transfer to the oven and bake until golden, 16 minutes (check them after 10 minutes).

7. While the pretzels bake, make the cheese sauce: In a large skillet, heat the butter over medium-high heat. When the butter is melted (be careful not to burn it!), using a wooden spoon or spatula, mix in the flour until combined and no lumps remain.

8. Add the milk to the pan and turn up the heat. Stir continuously until the mixture is thick, forms a roux, and begins to bubble—this could take up to 10 minutes. Then, reduce the heat to low.

9. Add the honey mustard to the skillet and stir well to combine, then add the vinegar and gently stir. Add the shredded cheese, continuing to gently stir or whisk, until a cheese sauce forms. Season with salt and pepper to taste, and keep warm over the lowest possible heat.

10. Serve the pretzels with the mustard cheese for dipping, and enjoy!