Place dough hook on stand mixer, combine flour with nutmeg, yeast, salt, EVOO and pepperoni. Mix a couple of minutes on medium setting then crank setting up to high and let dough work for 10 minutes. Transfer dough to a floured surface and let rest for 10 minutes.
Cut dough into 6 parts and roll into small balls. Then cover and let rest for 10 more minutes. Roll each dough into an 18-inch rope and twist into a pretzel. Let the pretzels poof for 45 minutes in a warm area, uncovered.
Let the pretzels rest in refrigerator uncovered for at least 2 hours, or overnight.
Preheat your oven to 400 °F.
Mix baking soda and 2 quarts of boiling water together and boil the pretzels for 30 seconds each.