Make dip by combining the first 6 ingredients in a small bowl. Cover and refrigerate until needed.
Preheat oven to 375 Degrees F. Line a baking sheet with parchment paper. Brush the top of the parchment lightly with oil. Combine the mayonnaise and Cajun spice in a medium bowl. Combine the Corn Flake crumbs and cheese in a shallow-sided bowl; season with salt and pepper.
Add the chicken to the mayonnaise mixture and toss to coat. Coat the chicken in the crumb mixture, gently pressing the crumbs on to help them adhere.
Set the chicken in a single layer on the baking sheet. Bake 10 minutes, then turn each strip over and bake 10 minutes more, or until cooked through and golden. Serve the chicken strips with the dip.
Note: Chicken breast fillets are tender strips from the breast that poultry processors remove and sell separately. Alternatively, you could cut three to four boneless, skinless chicken breasts into 20 long strips.