1. Preheat oven to 400°F and coat a large baking sheet with cooking spray. Place pretzels and Parmesan in a food processor and process until coarsely ground and well mixed, 20 to 30 seconds. Transfer to a large bowl.
2. Combine flour and pepper in a separate bowl. Beat eggs with 1 tsp. water in a third bowl.
3. Roll a chicken piece in flour mixture until thoroughly coated. Dip in eggs, allowing excess to drip off. Transfer to pretzel mixture and turn until thoroughly coated. Place chicken on baking sheet. Repeat with remaining pieces of chicken. Bake until lightly browned, 20 to 25 minutes.