Using three kinds of cheese -- extra-sharp cheddar, Gruyere, and cream cheese -- is the key to this dip's deep flavor and perfectly gooey texture.
Melt butter in a medium saucepan over medium heat. Add flour; cook, whisking, about 2 minutes. Add thyme and mustard, then gradually add beer, whisking constantly until smooth. Bring to a boil and cook 1 minute more.
Reduce heat to medium. Add cream cheese, a piece at a time, whisking constantly until smooth. Whisk in cheddar and Gruyere, a handful at a time, until melted. Remove from heat. Add Worcestershire. Season with salt and pepper. Serve, sprinkled with pretzel crumbs, with pretzel rods and celery.
If desired, you can keep this dip warm in a fondue pot or slow cooker.