In a shallow bowl, combine the first 6 ingredients. Place milk in another shallow bowl. Dip chicken in milk, then roll in cornflake mixture., In a large nonstick skillet, cook chicken in oil over medium heat until a thermometer reads 170°, 6-8 minutes on each side., Meanwhile, in a small saucepan, melt butter. Stir in the flour, pepper and salt until smooth. Gradually stir in the milk, broth and sherry. Bring to a boil; cook and stir until thickened, 1-2 minutes. Stir in chives. Serve with chicken.