Position an oven rack on the upper third of the oven and preheat to 425 degrees F.
Place the chicken and teriyaki in a re-sealable bag and refrigerate, 30 minutes to 1 hour.
Tear the phyllo into small pieces and place in a shallow dish. Dry off the tenders with a paper towel and dredge in the torn phyllo. Place the chicken on a baking sheet sprayed in cooking spray and then spray the chicken generously with cooking spray. Bake until golden brown, about 12 minutes. Insert skewers into each chicken and serve with the Bloody Sweet and Sour Sauce.
Add the ketchup, vinegar, sugar, soy sauce and ginger to a small saucepan. Mix well and bring to a boil. Lower the heat to a simmer and cook, about 10 minutes.