In a Ziplock bag, combine cheese, crumbs and all seasonings; shake well.
Beat egg in small bowl. Set aside.
Cut chicken thighs into chicken finger size pieces. Dip chicken into egg mixture, then drop into resealable bag and shake to coat. Arrange on greased baking sheet.
Bake until chicken is cooked through, 30-35 minutes. Serve with honey mustard dipping sauce.