Place the chicken in a large zipper bag. Add the seasonings and toss to coat. Let sit for about 10 minutes. Preheat the broiler or grill.
In a large, heavy-bottomed skillet over medium heat, add the olive oil and the onions and, stirring occasionally, let the onions cook until they start to sweat and get nice and soft, about 10 minutes. Meanwhile, using a mortar and pestle, crush the mustard seeds into a medium-fine powder. Add to the pan, as well as the salt, pepper, and thyme while the onions continue to do their thing.
Place the chicken on a broiling pan lined with foil, and broil for 2 to 3 minutes per side, depending on the thickness of the thighs. Watch carefully and when they’re cooked through, remove them from the oven and let them rest for about 10 minutes.
When the onions are nice and soft, add the beer and scrape all the bits off the bottom. Let the mixture simmer until all the liquid is absorbed, about 10 minutes. Add the parsley, then remove the onion mixture from the flame.
To assemble your sandwich, cut the pretzel rolls in half and schmear the inside with spicy mustard, then top with chicken, onions, and more chopped parsley if desired.