Preheat oven to 400°F. Lightly spray large baking sheet with cooking spray.
In a medium shallow bowl, combine crushed pretzels with paprika and garlic powder. Bag shake pepper rings first in flour. Then dip in egg mix and coat in pretzel mixture. Place on prepared baking sheet.
Bake 10 minutes, flip peppers and bake 10 minutes more, until tender inside and crispy outside. Remove from oven and let cool slightly.
While peppers are baking, make dipping sauce:
In a medium bowl, combine sour cream, paprika, chipotle chili powder and Worcestershire sauce. Use spatula to mix well.