Preheat the oven to 400°F.
Pat the chicken dry with paper towels.
In a bowl, whisk the egg, horseradish, Worcestershire and salt together.
In another bowl, mix the panko crumbs, garlic powder and onion powder.
Dip the drumsticks into the egg mixture, then dredge the drumsticks in the crumbs.
Place the chicken on a baking sheet lined with parchment paper.
Bake in the oven for 40 minutes.
Garnish the drumsticks with dill. Serve with tzatziki sauce.