Blend the cheeses, shallots, beer, hot sauce, Worcestershire and a pinch of coarse salt in a stand mixer or food processor until blended. Form a large ball and wrap in plastic at least one hour until firm.
Use a food processor to pulse the pretzels into bits. (You can also crush them by the handful.) If you're serving the cheese ball immediately, coat it with the crushed pretzels and serve with (uncrushed) pretzels and crackers. If you are not serving the cheese ball right away, refrigerate until you're ready and coat with the pretzels just before serving so they don't get soggy.