Preheat oven to 400F (205C) and line a baking sheet with parchment paper (alternatively lightly grease with butter). Set aside.
Make the honey mustard sauce: Whisk together the mayonnaise, honey, dijon mustard, white vinegar and cayenne pepper in a small dish. Cover and refrigerate until ready to serve.
Crush pretzels: Place pretzels in a food processor and pulse until broken into fine pieces (alternatively, place the pretzels in a plastic bag and beat with a rolling pin until thoroughly crushed). Pour into a shallow dish and set aside.
Prepare the flour coating: In another shallow dish, whisk together flour, salt, pepper, onion powder, garlic powder, and paprika. Set aside.
Prepare egg dip. In another shallow dish, whisk together egg, dijon mustard, and honey.
Prepare the chicken: If using chicken breast, use a sharp knife to cut each breast into cutlets (cut in half lengthwise and, if needed, pound to an even thickness).
Pat the chicken dry then dredge through the flour mixture until completely coated, then dip in the egg, making sure the entire piece of chicken is completely coated in egg, then finally coat with the pretzel mixture, ensuring the chicken is completely coated.
Bake: Transfer chicken cutlet to prepared baking sheet and repeat until all chicken is coated, spacing at least 2” (5cm) apart on baking sheet. Drizzle chicken with melted butter then transfer to center rack of 400F (205C) preheated oven and bake until chicken is cooked to 165F (74C) when the center is checked with a meat thermometer (about 15-16 minutes for tenders, 16-18 for chicken breast.)