Season the chicken fingers with salt and pepper on both sides.

Set up a breading station: place flour in one bowl, whisk eggs and water in a second bowl, and combine bread crumbs, black pepper, and cayenne in a third bowl.

Dredge each chicken strip in flour, dip into the egg wash, and press into the seasoned bread crumbs.

Heat 1 inch of vegetable oil in a skillet over medium-high heat. Fry chicken fingers in batches until golden brown and internal temperature reaches 165°F, about 3-4 minutes per side.

Drain the fried chicken on paper towels before serving.

Whisk together mayonnaise, sour cream, prepared horseradish, lemon juice, and chopped chives for the spicy horseradish sauce.