Preheat the oven to 425°F. Bring a large pot of water to a boil and add the baking soda.
Open the biscuits and split each in half by gently pulling apart the layers.
Place a jalapeño ring in the center of a piece of dough. Press a cube of cheese into the center then wrap the dough tightly around, pinching together the seams and rolling into a ball shape. Repeat with the remaining jalapeño rings and cheese cubes, adjusting the number of jalapeños as desired.
Drop the rolled balls of dough into the boiling water. Boil for 3-5 minutes, until the dough is puffed and just beginning to firm up. Remove from the water with a slotted spoon.
Place the boiled dough balls on a greased baking sheet. Brush each dough ball with the egg wash, then sprinkle sea salt onto the tops as desired.
Bake the pretzels in the preheated oven for 18-20 minutes, until they are golden brown and cooked through. Let rest for 2-3 minutes on the baking sheet before transferring to a serving platter. Serve with mustard and enjoy!