Preheat oven to 350 degrees.
Whisk together, egg and milk, set aside. In a separate bowl, mix together parmesan cheese and bread crumbs.
Heat 1 tablespoon olive oil in medium skillet. Dip each piece of chicken into egg/milk wash, then into breadcrumb mixture. Brown in olive oil on both sides. Transfer to a baking dish, and continue to repeat with all pieces of chicken. When all of the chicken has been breaded and brown, pour 1-2 tablespoons of sauce over each piece, then top with a small amount of mozzarella cheese.
Bake for 15 minutes or until chicken is no longer pink.
While baking, assemble the slaw by mixing all ingredients together. Chill until ready to serve chicken.