Toast bread slices. Let cool, then tear into 1-inch chunks. Whirl in a food processor to make coarse crumbs.
In a large shallow bowl, mix bread crumbs, cheese, ground chilies, and salt.
Rinse chicken and pat dry. Dip in beaten egg and roll in crumb mixture to coat. Place on a foil-lined 12- by 15-inch baking sheet.
Bake in a 375° regular or 350° convection oven until crumbs are browned and chicken is no longer pink at the bone (cut to test), 45 minutes to 1 hour.