Preheat the oven to 450° F while lining a baking sheet with parchment paper or lightly greasing it with oil to prevent sticking.
In one bowl, combine the chicken pieces with an egg, tossing well to coat them evenly. In another bowl, mix together crushed corn flakes, whole wheat flour, and a pinch of kosher salt.
Dredge each piece of chicken in the cornflake mixture, ensuring they are fully coated before placing them on one side of your prepared baking sheet. Drizzle olive oil over the chicken to enhance browning.
On the other side of the baking sheet, add halved Brussels sprouts and quartered shallots, tossing them with olive oil, salt, and pepper for flavor.
Place everything in the preheated oven and bake for about 20 minutes until the chicken is cooked through and sprouts are tender but still slightly crisp.
While everything bakes, whisk together melted butter, honey, dijon mustard, lemon juice, smoked paprika, cayenne pepper, garlic powder, and additional salt in a bowl until smooth. Once baked initially, drizzle this sauce over the chicken before returning everything to bake for an additional 3-5 minutes until bubbly.