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. Serve with chicken.