Place almond flour, paprika, garlic, sea salt and black pepper in a small bowl. Stir to combine.
Crack egg into another shallow bowl and whisk.
One by one, dredge each chicken nugget in the egg bowl, wiping off any excess and then dip each into the almond flour mixture. Roll until each nugget is covered completely. Place the coated nuggets on a baking pan lined with parchment paper or a wire rack that fits on a baking sheet. The wire rack will make for a crispier texture. Bake for 20-30 minutes, flipping the nuggets once at the 10 minute mark. When done the chicken nuggets should be golden brown, crisp and completely cooked through. Remove nuggets from the oven and allow to cool slightly before serving.