Preheat oven to 425°F. Line a large rimmed baking sheet with parchment paper; set aside.
Toss chicken in a large shallow bowl with dry mustard, salt, garlic, paprika, cayenne, and black pepper until evenly seasoned. Whisk egg, honey mustard, and hot sauce together in a second large, shallow bowl until smooth. Place pretzels in a large heavy-duty ziplock plastic bag, and crush with a rolling pin or mallet until coarsely crushed (about 1/4-inch pieces along with smaller crumbs). Place crushed pretzels in a third large, shallow bowl.
Add flour to bowl with chicken pieces and toss to coat; shake to remove excess and dip in egg mixture, turning to coat. Dredge chicken pieces in crushed pretzels, patting to adhere. Transfer coated chicken to prepared baking sheet. Coat chicken generously with cooking spray on all sides.
Bake in preheated oven until pretzels are golden and an instant-read thermometer inserted in center of largest chicken piece registers 165°F, 10 to 15 minutes, flipping chicken pieces halfway through.
Transfer to a serving platter and drizzle with hot honey. Serve immediately with honey mustard on the side for dipping.