Pre-heat oven to 400 degrees. In a small bowl, combine cheese and mustard. Set aside.
Remove pizza dough from package and unroll to make a rectangle. Using a pizza cutter, cut dough into 24 equal squares (approximately 2 1/4” X 2 1/4”).
Using a small spoon, spoon a heaping teaspoon of cheese mixture onto the center of each dough square.
Bring corners of one square together and pinch seams to form a ball. Roll the ball in your palms to smooth the dough. Place dough on a parchment lined baking sheet. Repeat with remaining squares of pizza dough, spacing filled balls 2 inches apart.
Heat 1 cup of water in a microwave safe bowl or in a small saucepan until almost boiling. Add baking soda in two batches (the baking soda will cause a fizzing action when added to the water).
Drop 4 balls into the water mixture. Move balls around gently with a slotted spoon for about 15 seconds. Transfer back to the baking sheet. Repeat dipping process with remaining dough balls.
In a small bowl, combine egg and food coloring. Using a pastry brush, brush entire ball with colored egg mixture.
Bake pretzel balls for 12-14 minutes or until golden brown. Remove from oven and let cool for 5-10 minutes.
Stick the broken end of each pretzel stick into the top of each pretzel ball. Transfer to a plate and serve.