Preheat the oven to 200C/180C Fan/Gas 6/400F.
Grease a baking tray with a little oil.
Add the almond flour, almonds, salt, pepper, paprika and parmesan cheese to a blender or food processor. Pulse 4-6 times until the almonds are in small pieces. Don't over process as the almonds will release their oils. When you’re finished pulsing, pour the crumb onto a plate.
In a separate bowl, crack the egg and add milk. Whisk together well.
Taking one piece of chicken at a time, dip the chicken into the egg, turning to ensure all sides are covered. Then place it on the plate with the coating. Turn the chicken and make sure all sides are well coated.
Place the chicken on the readied baking tray and repeat this process with the remaining chicken.
Bake the chicken for 15-18 minutes, or until cooked through.