Preheat oven to 375 degrees.
Put pretzels in a ziptop bag and pound until crushed.
Arrange 2 bowls on the counter. In the first bowl, combine the eggs and milk. Mix until combined. In the second bowl add the flour and season with salt and pepper.
Working in batches, add the chicken pieces to the flour, then the egg, and finally in the pretzel bag. Leave the chicken in the bag until all of the chicken is in there.
Repeat with remaining chicken. (If there is not enough pretzel coating, you can add in some more crushed pretzels or panko-I used about 1/2 cup).
Close bag tightly and shake to coat all the chicken.
Arrange on a single layer on a cookie sheet.
Bake until chicken is cooked through, about 20 minutes.