Preheat the oven to 375 degrees.
In a bowl, beat the egg. Mix in the milk, thyme, salt, and pepper. In a separate bowl, add the breadcrumbs. Dip the chicken strips into the egg mixture first, coating well on both sides. Then dip the chicken into the breadcrumbs, also coating well on both sides. Place the dipped chicken "fingers" on a cookie sheet. Bake the chicken for about 6 to 8 minutes on each side; the chicken should be golden brown, and when cut into, it should be cooked through with no signs of pinkness.
Serve with ketchup.