Preheat the oven to 400 degrees F. Cover a baking sheet in aluminum foil and lightly coat with the olive oil.
In another large resealable bag, combine the breadcrumbs, pretzels, Parmesan, garlic salt, Italian seasoning and pepper and shake to mix evenly. Put the flour in a shallow bowl and set aside. In another bowl, whisk together the salt and eggs.
Take the chicken pieces out of the marinade, discarding the marinade. Dip them first in the flour, and then in the egg mix. Finally, put them in the bag with the breadcrumb and pretzel mix. Once all the chicken pieces are in the bag, seal the bag and shake to mix, making sure that every piece gets coated in crumbs.
Put the chicken piece on the baking sheet, evenly spaced. Bake for 8 minutes, and then turn the pieces over. Continue to bake until the nuggets are golden brown, another 8 minutes.