When I make my own,
I always dip first in flour, then egg and then in breadcrumbs. To improve the nuggets nutritional value - I use wholegrain bread or the multigrain for added fibre, sometimes I'll mix in some grated cheese or some herbs.
If you can do this method with chicken nuggets, could you then extend the idea (following from a suggestion in another thread), to perhaps trying different fish - a firm white fish or salmon works well. I've even bought a small piece of monkfish (expensive) and the boys loved it.
I'm very wary of the salt content of ready bought.
Alex