Preheat the oven to 450 degrees F. Line a large baking sheet with parchment. Then spray the parchment with cooking spray.
Prep three bowls: one with flour, one with whisked egg and milk, and one with panko and finely shredded cheese mixed together. Drain the pickles then lay them out on a paper towel lined plate. Press the pickles with another paper towel to remove excess moisture.
Toss the pickles in the flour to thoroughly coat. Shake off the excess. Then dip the pickles in egg wash, followed by the panko mixture. Lay the triple-dipped pickles on the prepared baking sheet.
Once all the pickles are coated in panko, spray the tops with cooking spray. Bake for 12-14 minutes, until crisp and golden.
While the pickles are baking, mix the garlic sauce ingredients in a medium bowl. Stir in 1/2 teaspoon salt. Then taste, and salt and pepper as needed. Serve the pickles warm, with a side of garlic sauce (or ranch dressing!)