Wash chicken, and set aside for later. Break egg into a bowl and whisk with skim milk. In a bowl add chili powder, cayenne, & bread crumbs. Mix completely. Wash vegetables, dry them, and then cut and dice them.
In a skillet put vegetable oil in on med heat. Cut chicken into strips, and put into skillet. Cook all the way through.
Toast bread slices in oven or toaster. Put desired vegetables, and chicken slices on bread.