Preheat the broiler to high. On a baking sheet, toss the broccoli with the olive oil, salt, and pepper. Broil for 2 to 3 minutes, or until the broccoli begins to look crispy.
In a medium bowl, combine the mustard, shallot, vinegar, and maple syrup. Add the broccoli to the dressing and toss to combine.
Cut the pretzel buns in half and place both halves on a baking sheet. Put 1-ounce of cheese on the top portion each bun. Broil for 2 to 3 minutes, or until the cheese is melted and the bottom half of each bun is nicely toasted.
Assemble each sandwich with the broccoli, avocado, and a small handful of baby mustard greens.