Preheat the oven to 475 degrees F. Set a rack on a foil-lined baking sheet and generously coat the rack with cooking spray.
Finely grind the cereal and bagel chips in a food processor and transfer to a large resealable plastic bag. Add 3 teaspoons olive oil, the paprika, 2 teaspoons salt, and pepper to taste and toss.
Whisk 1/2 cup yogurt and the mustard in a shallow bowl. Add the chicken and turn to coat, then transfer to the bag; seal and shake to coat. Place the chicken on the rack and mist with cooking spray.
Toss the scallions with the remaining 2 teaspoons olive oil and place alongside the chicken. Bake until the chicken is crisp and a thermometer inserted into the thickest part registers 160 degrees F, about 30 minutes.
Make the dipping sauce: Mix the remaining 1 cup yogurt and harissa to taste in a bowl. Serve the chicken and scallions with the sauce.