Stir together first 5 ingredients.
Cut each breast half into 4 strips. Whisk egg white until frothy; dip chicken strips into egg white, and dredge in saltine mixture.
Place a rack coated with cooking spray in a broiler pan. Coat chicken strips on each side with cooking spray; arrange on pan.
Bake at 425° for 18 to 20 minutes or until golden brown. Serve with Honey-Horseradish Dip.