Work with one piece of dough at a time, keeping the remaining dough covered so it doesn't dry out.
Roll the dough into a long rope approximately 20 inches long.
Instead of leaving the rope round, gently flatten the dough along its length until it is about 2 inches wide. You want enough surface area to add the filling while still leaving enough dough around the edges to seal it securely.
Sprinkle approximately 1/8 of the cheddar and jalapeño filling down the center of the flattened dough, leaving a little room around the edges.
Bring the long edges of the dough together and pinch the seam firmly closed, completely enclosing the cheese and jalapeños inside the dough. Check the entire seam carefully and pinch any areas that aren't fully sealed.
Gently roll the stuffed dough back into a rope, being careful not to squeeze out the filling.
Form the rope into a large U shape. Cross the two ends over one another, twist them twice, then fold the twisted ends down toward the bottom of the U. Gently press the ends onto the base of the pretzel to secure the shape.
Place the finished pretzel onto one of the individual parchment squares.
Repeat with the remaining 7 pieces of dough.
Tip: If the dough becomes warm, soft, or difficult to work with, place it back in the refrigerator for 10–15 minutes. Chilled dough is much easier to roll, fill, seal, and shape.