mix egg and small amount of milk for an egg wash for the chicken
place cheetos in ziplock bag and crush, you'll use most of the large bag of cheetos if you do 4-6 breasts, place crushed cheetos in a bowl that your chicken will fit into for coating. Keep leftover crushed cheetos in covered bowl for next time. :)
dip thawed/cleaned chicken breast into the egg wash, place in bowl of cheetos and coat both sides well (patting the cheetos onto the chicken to help it stick better). Place on roasting pan that has been sprayed with a nonstick cooking spray. Spoon extra cheetos on the chicken if you wish (we do). Sprinkle with Cajun Seasoning (to taste).
Place in 350 degree oven for approximately 30 minutes. Time will depend on the thickness of your chicken breasts.