Preheat your oven to 400°F (200°C) to ensure even cooking and a golden crust.
Season the chicken tenders generously with salt and pepper to enhance flavor.
Set up three bowls for the breading station: flour in the first, whisked egg and milk in the second, and a mixture of shredded coconut, chopped macadamia nuts, and panko crumbs in the third.
Coat each chicken tender first in flour, then dip into the egg mixture, and finally press into the coconut-macadamia mixture. Place them on a parchment-lined baking sheet.
Lightly spray the breaded tenders with cooking spray and bake for 20-25 minutes until golden brown and cooked through, reaching an internal temperature of 165°F (74°C).
While baking, prepare the dipping sauce by mixing red pepper jelly, finely diced fresh peach, Creole mustard, and horseradish until smooth.
Remove the chicken tenders from the oven, let them cool slightly, and serve hot with the prepared dipping sauce.