I finally successfully made cheddar cheese pretzel rolls! The key is to bake the rolls whole for 6 minutes, remove and score them open, add cheese and bake for another 6 to 8 minutes. I liked how the soy cheddar and soy mozzarella cheeses melted, so all the cheeses used here were non-dairy.
Look, I also made non-monster normal pretzels! Yay. They look so much better than my first attempt. I'll never buy pretzels again now I can make these at home.