Place 10 frozen rolls on a baking sheet with wax paper or parchment paper that has been sprayed with non-stick spray. Allow. rolls to thaw and rise for 3 hours. I put mine in the cold oven with the door closed. Give them plenty of room to rise and expand.
After 3 hours, preheat the oven to 350°F. Cut each ball of dough in half and make two small balls. Cut a shallow "x" on top of each ball.
Bring the water and baking soda to a boil in a small saucepan (you are using a small saucepan so that the rolls will float and have room to flip). Add 4-5 balls and cook for 1 minute, gently rotating halfway through. Use a slotted spoon to remove each ball and set them on a rack to drain (I used a cooling rack on top of a baking sheet). Continue until you have cooked all of the balls in the baking soda mixture.
Take each dough ball and place them around the edge of the cast-iron skillet. Beat the egg to make a quick egg wash and brush it on top of the dough balls. Sprinkle with coarse salt.
Cream Cheese Dip
Place the cream cheese, Monterey jack cheese, cream, and salt into a large mixing bowl. Mix everything on the lowest speed of a hand mixer or by hand with a whisk and some elbow grease.
Pour the cheese mixture in the middle of the dough balls into the skillet. Bake in the oven for 32-35 minutes.
Once the pretzels are nice and brown and the cheese is bubbly, remove the skillet from the oven and add a ring of the stone-ground mustard on top of the cheese next to the pretzels. Be careful, it's HOT! Serve immediately and enjoy!
Notes
My cast-iron skillet is 10" and I could fit 18 pretzels or 9 rolls.