Preheat oven to 350 degrees. Coat baking sheet with nonstick cooking spray and set aside.
FOR CHICKEN: Cook sausage in a medium skillet over moderate heat until lightly browned and almost all fat cooks out-about 3 minutes. With slotted spoon, lift sausage to paper toweling to drain. Discard skillet drippings.
Place cereal in plastic bag and roughly crush with rolling pin. Transfer cereal to large bowl and mix in cheese, paprika, cumin, salt, and pepper. Add drained sausage and garlic and toss well to mix.
Beat egg until frothy in medium bowl. Dip each piece of chicken into egg, then into cereal mixture, pressing to coat.
Arrange chicken pieces, not touching, on prepared baking sheet and bake uncovered until well done in center-about 30 minutes.
FOR SAUCE: Whisk together all ingredients in a small bowl. As soon as chicken tests done, serve. Pass sauce separately.
Recipe courtesy of Good Morning America Cut the Calories Cookbook