Combine first 4 ingredients in a shallow dish; stir well. Dredge chicken pieces in crumb mixture, coating each piece well.
Place on a baking sheet coated with cooking spray.
Bake at 375 for 45 minutes or until chicken is done.
Melt margarine in a small saucepan over medium heat.
Combine milk, broth, and flour; stir until smooth. Gradually add to margarine, stirring constantly. Cook over medium heat, stirring constantly, until mixture is thickened and bubbly. Stir in salt and white pepper.