Preheat the oven to 425 degrees F and line a baking sheet with parchment paper. Sprinkle the chicken wings with salt.
In a small bowl, stir together the cereal crumbs and Parmesan. Coat the chicken in the cereal mixture, dip into the eggs, then coat again with the cereal mixture; place on the prepared baking sheet. Repeat with the remaining chicken. Bake until golden and cooked through, about 20 minutes. Preheat the broiler.
Top the chicken with a spoonful of tomato sauce, some mozzarella and Parmesan; broil until the cheese is melted and golden, about 2 minutes.