The missing ingredient is fat. Without fat, anything will dry out rather than roast crisply or brown. You could try spraying them with oil first but, quite honestly, I think shallow frying is the best technique. You don't need much oil in the pan to get the right effect. Dip chicken strips in seasoned flour, then beaten egg, then dry/toasted breadcrumbs.
Mine are in the oven right now! I dip each strip into flour, then beaten egg and finally dried breadcrumbs. Bake for about 15 mins. Crispy without being dry, and if you have any left over, go nicely in sandwiches the next day!
I know this really naughty, but try crushing salted crisps and use like breadcrumbs (beaten egg, dip in crushed crisps seasoned with black pepper, dip again in egg again and then crisps again) please don't tell the food police