Finely grate 1 teaspoon of zest from the lemon; set aside. Squeeze the juice of the lemon into a medium bowl. Whisk in the milk, sugar, and cayenne until the sugar and cayenne are dissolved. Add the sprigs of rosemary and garlic. Pierce each chicken piece several times with a fork, add to the milk mixture, turning to coat well. Cover, and marinate in the refrigerator for 2 hours.
Meanwhile, preheat the oven to 150°C. Lay the bread on a baking sheet in a single layer. Bake, turning a few times, until the bread is crisp and dry, 45 minutes to 1 hour. Cool completely. Break into large pieces and pulse in the bowl of a food processor until it forms coarse crumbs.
Increase the oven temperature to 190°C. In a shallow dish combine the bread crumbs with the corn meal, Parmesan (if using), chopped rosemary, reserved 1 teaspoon zest, and season with salt and pepper. Line a baking sheet with aluminum foil and top with a wire rack. Coat the rack well with nonstick cooking spray.
Working with one piece at a time, remove the chicken from the marinade, allowing the excess to drip off. Press into the bread crumb mixture until the chicken is well coated and place on the prepared baking sheet. Repeat with the remaining chicken and crumbs. Mist the chicken with nonstick cooking spray.
Bake until the chicken is crisp and a thermometer inserted into the thickest part registers 71°C, about 50 to 55 minutes. Serve warm or at room temperature.
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