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Preheat oven to 475 degrees. Combine the flour, panko breadcrumbs, paprika, salt, black pepper and cayenne pepper in a small mixing bowl. Whisk the egg(s) and milk together in a small bowl.
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Place a piece of foil or parchment paper onto a cookie sheet and spray with non-stick cooking spray.
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Working with one piece of chicken at a time, dip each piece into the egg mixture, then into the breading blend (double coat if desired) Tip: Use one hand to handle the egg mixture and the other hand for the breading to make it easier.
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Arrange the chicken on the baking sheet and then spray a light coating of cooking spray over the chicken pieces. Bake for 8-10 minutes or until chicken is cooked through and begins to lightly brown.
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Turn the heat up to broil and continue to cook the chicken for 1-2 more minutes or until the surface begins to become golden brown and crispy, watching it carefully.
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Remove from the oven and let them cool while you make the sauce.