For the bratwurst: Preheat a grill to medium-high heat.
Bring the beer to a simmer in a pot with the apples, sliced onions, salt and pepper. Add in the brats and simmer, turning once, until cooked through, 10 to 15 minutes. Strain out the solids and reserve 1 cup of the beer base.
Brown the sausages on the grill to add color and texture, 5 to 6 minutes.
For the beer mushtard: Mix the mustard, jalapenos, mayonnaise and 1 to 2 tablespoons of the reserved beer base in a bowl. Adjust the thickness with more beer base if necessary.
For the sandwich build, place the grilled brats on the pretzel buns, followed by some beer mushtard and Caramelized Onions.
Add the oil and sliced onions to a skillet and stir to combine. Sprinkle with salt and pepper. Cook over medium-low heat, undisturbed, until the bottoms of the onions begin to caramelize, 10 to 15 minutes. Stir only once and keep for another 5 minutes undisturbed. Once the onions are golden and soft, set aside. (Add water if necessary to help deglaze the pan throughout the cooking process.)