Pulse the mozzarella, Parmesan and cheddar cheeses and 2 teaspoons flour in a food processor until smooth. Roll tablespoons of the cheese mixture into 12 smooth balls. Transfer to a plate and freeze until firm, about 15 minutes.
Wipe out the food processor and add pretzels, pulsing until mostly finely ground (a few chunks are OK). Transfer to a shallow dish and set aside. Mix the remaining flour with ground pepper in another shallow dish and set aside. Whisk together eggs and mustard in a third dish and set aside.
Remove cheese balls from freezer and dip one at a time into the egg mixture, then in the flour, then in egg mixture again, then roll in ground pretzels until fully coated. Repeat with all cheese balls and transfer to a plate. Refrigerate 20 minutes to set
Meanwhile, preheat oven to 350 degrees. Heat 1 inch vegetable oil in a large, sturdy saucepan or skillet until a deep-fry thermometer reads 360 degrees F. Place a cooling rack in a rimmed baking sheet and set aside.
Using a slotted spoon, lower cheese balls, about 3-4 at a time, into the hot oil and fry until golden, about 30 to 45 seconds. Remove from oil with slotted spoon and place on cooling rack. Repeat with remaining cheese balls and place cooling rack with baking sheet in oven, baking cheese balls for about 5 minutes.
To make the sauce: Whisk together sour cream, brown mustard, horseradish and sugar. Serve immediately with warm fried cheese bites.