Pat dry the chicken breasts with a paper towel and with a sharp knife, cut them into 1-inch, nugget-sized pieces.
In a medium bowl, large enough to fit the nuggets, whisk the egg. Set aside.
In a dish, combine the coconut flour and seasonings.
Bread the nuggets:
Dip the chicken in the egg, using a fork to toss them around the bowl and coat them with the egg. Then, transfer them in the seasoned coconut flour mixture, making sure to turn the chicken to coat all sides.
Cook the nuggets:
Pour enough oil into a frying pan to fill the pan about ¾" high. Heat the oil over medium heat until it reaches 325F. You can use a meat thermometer to check the oil temperature. If you let the oil get too hot, the breading might brown or burn too quickly before the nuggets are cooked.
Use kitchen tongs to grab the nuggets, shaking off any excess flour, and place them inside the pan while making sure there’s about 1″ of space between them. Cook them for 2 to 3 minutes, using the tongs to flip them over, and cook them on the other side for another 3 minutes.
Remove the nuggets from the oil onto a paper towel-lined plate to absorb any excess oil. Repeat the process with the remaining nuggets.
Preheat the air fryer to 400F for 5 minutes. Use kitchen tongs to remove the coated nuggets from the flour mixture onto a few paper plates (or a regular plate) and spray all the nuggets on both sides with cooking spray.
Place the nuggets in the air fryer. Cook them for 12 minutes, making sure to flip them over or shake the basket halfway through to ensure the nuggets get golden brown on all sides. Larger nuggets might need up to 15 minutes. They're cooked when the internal temperature of the largest piece is 165F.