Dip: In a small bowl, combine all ingredients well. Cover and refrigerate until serving time.
Marinade: in a small bowl, combine all ingredients; pour into a large baking dish. Add chicken chunks, turning to coat thoroughly. Marinate, covered, in the refrigerator for 45 minutes. (can also marinate overnight)
Egg Wash: in a shallow baking dish, beat egg with water.
Breading: in another shallow baking dish, combine all ingredients. Set aside.
Preheat oven to 400 degrees F. Lightly coat a large baking sheet with olive oil spray.
Assembling Nuggets: Remove chicken chunks from marinade, brushing off excess. (discard marinade) Place about 1/3 of the chicken chunks into egg wash, turning to coat. Roll chicken chunks in seasoned Panko crumbs. Place in a single layer on baking sheet. Repeat process with remaining chicken chunks. Lightly coat chicken chunks with olive oil spray. (helps to brown and crisp)
Bake for about 10 minutes or until chicken is cooked through. For crispier nuggets, broil for just a few moments or until evenly browned. (Watch carefully-do not allow to burn or become overcooked.)
Serve nuggets hot with Honey-Mustard Dip.