Cut each piece of chicken lengthwise into 6 slices. Thread each strip through a bamboo skewer. Sprinkle the chicken generously with salt and pepper.
Using a rag and tongs, generously oil the grill pan. Place the chicken skewers on the grill. Cook the chicken until lightly charred and cooked through, 2 to 3 minutes per side. Remove the skewers from the grill to a plate or sheet tray and cover to keep warm.
In a small bowl stir together mayonnaise and mustard. Put the crushed pretzels onto a large plate and combine with the grated cheese.
Brush a chicken skewer with the Dijon mayonnaise, then roll into the pretzel and cheese mixture to coat completely. Repeat with remaining chicken skewers and serve with extra Dijon mayonnaise for dipping.