Heat oil in heavy skillet to 325 to 350 degrees.
Mix egg and milk in a bowl.
In a plastic zipper bag, mix together flour, salt and pepper.
One at a time, coat the chicken pieces in the egg mixture and place in the bag of flour.
Shake to coat with the flour mixture.
Place pieces carefully in skillet.
Repeat with remaining chicken pieces.
Fry chicken for 2 minutes each side, then lower heat and cover skillet tightly.
Continue cooking until internal temperature of chicken reaches 160 degrees (approximately 30 minutes, depending on the size of your pieces).
Place cooked chicken on clean brown paper bag or a few layers of paper towels to drain excess oil.