Roll pizza dough into balls slightly smaller than the size of a golf ball.
Bring a pot of water to a simmer, then stir in the baking soda. Add dough balls and cook for 30 seconds. Remove from the water and place them on a parchment-lined sheet tray.
Brush each dough ball with egg wash and sprinkle with a bit of coarse salt. Place the tray in the oven and bake for 10 to 12 minutes, until pretzels turn a deep brown color.
Melt the butter in a saucepan over low heat. Whisk in the flour and cook for 1 minute. Pour in the milk while whisking. Cook for 2 to 3 minutes, stirring occasionally, until the milk begins to thicken slightly. Add in the Honey Mustard, cheese, apple cider vinegar, salt, and pepper. Whisk until the cheese melts and the sauce is smooth. Let the cheese sauce bubble for a few more minutes to thicken up slightly. Serve immediately with the pretzel bites!