Prep: Preheat oven to 400°F. Cover a rimmed sheet pan with foil. Place a wire baking rack on top and generously coat with cooking spray.
Set Up Dredging Stations: Stir together the flour, 1/2 teaspoon salt, and 1/4 teaspoon pepper in a shallow dish. Beat the egg and milk together in another shallow dish. Mix breadcrumbs, paprika, onion powder, 1 teaspoon salt, garlic, and 1/4 teaspoon pepper in the last shallow dish. (Tip: Pulse the breadcrumb mixture in a blender until it's a finer texture. It's sticks better and cooks more evenly, so I highly suggest it if you can.)
Bread the Drumsticks: Pat the drumsticks dry (and remove the skin if you'd like). Dredge in the flour on all sides, and then in the egg mixture, letting the excess drip off. Then press into the breading mixture until evenly coated on all sides. Place the chicken on the prepared rack. Discard any remaining dredging mixtures.
Coat Drumsticks in Oil: Spray the drumsticks with cooking spray on both sides, making sure to coat the breadcrumbs. This helps them get crispy and golden brown. (Tip: Place in the fridge for 30 minutes or longer to help the breading stick, if you have time.)
Roast: Place sheet pan on the top oven rack and roast for about 45 minutes, turning each drumstick over halfway through. They are done when golden brown and an instant-read thermometer (inserted into the thickest part of a drumstick without touching bone) registers 165°F. Optional: If you'd like them even crispier, turn on the broiler at the end for a few minutes. Watch closely so they don't burn.
Optional Dipping Sauce: While the chicken bakes, mix together the (optional) Honey Mustard Dipping Sauce in a small bowl and set in the fridge until ready to serve.
Serve: Serve the warm drumsticks warm with the dipping sauce on the side.