For the pimiento cheese: To the bowl of a food processor fitted with the blade attachment, add the cheese, mayonnaise, pimientos, relish, onion powder, a pinch of salt, pepper and a few dashes hot sauce, if using. Blend until smooth and creamy. Transfer to a bowl and set aside or cover and hold in the refrigerator until ready to use.
For the pretzels: Preheat the oven to 400 degrees F. Line a baking sheet with parchment paper. Spray with nonstick cooking spray.
Roll out the pizza dough on a lightly floured surface into an approximate 14-by-12-inch rectangle. Using a knife or pizza cutter, cut lengthwise into 2 1/2- to 3-inch strips. Spread about 2 tablespoons of the pimiento cheese down the center of each strip. Brush the strips on both sides of the pimiento cheese with the egg wash. Bring the sides of each strip up around the spread and crimp it closed using the tines of a fork. Tie each strip into a pretzel-shaped knot and place them on a baking sheet. Place in the refrigerator until ready to boil.
Fill a large pot halfway with water and bring to a boil over high heat. Very slowly add the baking soda and stir until dissolved. Using a spider or slotted spoon, dip each pretzel in the boiling mixture for about 30 seconds each, then place on the parchment-lined baking sheet. Once all the pretzels are dipped, brush them with the beaten egg and sprinkle them with salt.
Bake until the pretzels are a deep golden brown, 10 to 12 minutes. Serve warm or at room temperature with spicy mustard.