Coat a wire rack with cooking spray and set it on a large rimmed baking sheet.
Mix breadcrumbs, paprika, onion powder and salt in a shallow dish.
Drizzle with oil and mash with a fork until the oil is thoroughly incorporated.
Lightly beat egg with a fork in another shallow dish.
Dip the drumsticks into the egg, then press into the breading mixture until evenly coated on both sides. (Discard any remaining mixture and/or egg.)
Place the chicken on the prepared rack.
Bake the chicken at 475 degrees for 25 to 30 minutes until golden, and an instant-read thermometer inserted into the thickest part of a drumstick without touching bone registers 165 degrees.
To prepare sauce: Combine yogurt, mustard, honey and pepper in a small bowl.
Serve the sauce with the drumsticks.
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