In a medium bowl, stir together cream cheese, Cheddar, Candied Jalapeños, and black pepper until well combined. Cover and let stand at room temperature for at least 30 minutes or up to 2 hours, or refrigerate overnight. (If refrigerating overnight, let stand at room temperature for 30 minutes.)

Cut 12 (6x5¼-inch) rectangles of parchment paper. Place rectangles on rimmed baking sheets; dust with flour.

Spoon cheese mixture into a pastry bag, and cut a ½-inch opening in tip.

On a clean surface, divide Pretzel Dough into 12 portions (about 75 grams each). Gently deflate 1 portion of dough to release any large air bubbles; roll into a 14-inch-long rope. (Keep remaining dough covered to prevent it from drying out.) Using a rolling pin, flatten rope into a strip, with one long side closest to you.

Pipe about 1½ tablespoons (27 grams) filling along center of strip, leaving a 2-inch gap at each end of strip. Fold top and bottom of dough over filling; pinch to seal. Gently roll and stretch rope to 18 inches long, tapering slightly at ends.

Shape rope into a “U.” Cross strands about 2 inches from ends. Twist ends around each other once, and fold down so loose ends touch rounded part of “U” shape just to sides of center; gently press to secure, and carefully stretch to open pretzel shape, if necessary. Place on a prepared parchment rectangle. Repeat with remaining dough and remaining filling. Cover and let rise in a warm, draft-free place (75°F/24°C) until puffed, 30 to 45 minutes.

Preheat oven to 375°F (190°C).

In a medium saucepan, bring 8 cups (1,920 grams) water and baking soda to a low boil over medium-low heat.

Using parchment to transfer, carefully lower pretzels, 1 or 2 at a time, top side down, into boiling water mixture; discard parchment. Cook for 30 seconds per side. Remove dough using a large slotted spatula or spoon, letting excess water drip off. Place 1 inch apart on nonstick baking sheets. Sprinkle with coarse salt, Cheddar, and whole Candied Jalapeños.

Bake, one pan at a time, until golden brown, 12 to 16 minutes. Immediately and carefully remove from pans. Serve warm or at room temperature. Refrigerate in an airtight container for up to 3 days.