Preheat your oven to 375°F and line a large baking sheet with parchment paper.
Cook the bacon in a medium skillet until it's crispy. Once done, drain it on paper towels and then chop it up.
In a medium bowl, mix together the softened cream cheese, shredded Cheddar cheese, chopped bacon, and chives until everything is well combined. Season the mixture with salt and pepper to taste.
Flatten each round of biscuit dough until it's about 1/4 inch thick. Spoon about 1 tablespoon of the cheese mixture onto each round of dough, then bring the edges of the dough together and pinch them to seal.
In a shallow bowl, combine the baking soda with 3 cups of warm water, whisking until the baking soda is dissolved. Dip each pretzel bomb into the solution and gently toss until they're evenly coated.
Place the coated bombs on the prepared baking sheet with the seam side facing down. Using a knife, score an "X" onto the top of each bomb, then brush them with the egg wash and sprinkle them with salt.
Bake the pretzel bombs in the preheated oven until they're deeply golden brown, which should take about 15 minutes. Serve them warm and watch them disappear!