How do I make the panko bread stick to my egg-coated chicken?
Panko won't stick to chicken (too dry), but will stick to egg.  Egg won't stick to chicken (too smooth and non-absorbant), but will stick to flour.  Flour will stick to chicken.  Dredge first through flour, then through (well beaten) egg, then through panko.  It's a tricky combination, but if you do it right the results are excellent. Any dry spices you want to put in can go in the flour.  While I don't know for sure, I would certainly wouldn't include any oils in the coating, as none of flour/egg/panko will stick to oils.