Preheat the oven to 350 F. In a shallow dish, whisk egg and milk together. Place the breadcrumbs in another dish. Dip each chicken in the egg mixture, then fully coat in the breadcrumbs.
Place the chicken onto a large greased baking sheet. Bake for 25-30 minutes. Remove from the oven, and top with cheese. Bake for another 3-5 minutes.