Pour undrained pineapple into the blender. Secure lid and process until it's a thick puree. Bring to a boil, then reduce heat and simmer, stirring until sauce thickens, about 3 minutes. Remove from heat and set aside. Whisk the egg and milk together in a small mixing bowl.
Place cornflakes in a plastic bag.
Dip chicken pieces in egg mixture, then shake with cornflakes to coat. Put coated chicken on a baking sheet. Carefully place baking sheet in oven and bake for 15 minutes. Carefully remove the baking pan from the oven. Serve nuggets with warm pineapple-orange dipping sauce.