Mix together the salt, pepper, flour and paprika and coat the chicken with this mixture. Dip the coated chicken pieces in the egg and cover with the breadcrumbs.
Grease a baking tray and place the chicken on the tray. Place in the oven to cook until cooked thoroughly (cut the chicken in half to check).
Melt the margarine in a wok or large saucepan, add the diced pepper and cook for 3-4 minutes. Stir in the flour and remove from the heat. Gradually stir in the cream and seasoning. Return to the heat and cook until thickened, stirring continuously but DO NOT allow the sauce to boil.