Melt butter in large saucepan on medium, then add onion and cook, stirring occasionally, until tender, 4 to 5 minutes. Sprinkle flour on top and cook, stirring, 1 minute. Whisk in milk, then beer, and simmer, stirring occasionally, until mixture has thickened, 5 to 7 minutes. Stir in cream cheese, mustard, Worcestershire sauce and hot sauce until melted and smooth. Reduce heat to medium-low; add Cheddar in 3 additions, stirring each addition until melted before adding the next. Serve warm with pretzels and apples, if desired.