Using a small, sharp knife, fray one end of a of cheese by making small cuts on just one end and feathering them out a little. Be careful not to cut too high or the cheese won't hold together when the pretzel is added.
Insert the pretzel into the non-frayed end of the cheese very carefully so as to not break the cheese.
Repeat until you have used all of the cheese pieces.
Don't be dismayed if a few do not work and the cheese breaks apart, it is inevitable.
If you'd like to get extra fancy and have the time, tie a piece of chive to the top of the cheese, just below where it connects with the pretzel, it will make them look more like a broom and likely give them a bit more structural integrity.