I used a boxed breading that called for dipping chicken in egg and milk then rolling in breading. The chicken fingers still look kind of white with noticeable flour left on them after baking. I did use parchment. Is that why??
Try either a higher oven temperature or more time. Probably higher temperature, unless your chicken was undercooked. Browning occurs above 212F (the boiling point of water), so it won't start until the moisture (eggs and milk) has cooked off of the outside of the chicken.
You may also want to let the milk/egg mixture drip off of the chicken a little (so it isn't too thick) before rolling in the breading.