Spray a rack with cooking spray and place on baking sheet. Put sheet with rack in center of oven. Preheat oven to broil. Drain pickles.
Whisk egg, flour, Worcestershire sauce, garlic powder, chili powder, and hot sauce in a medium bowl. Salt and pepper to taste.
Combine bread crumbs and cheese in a large bowl.
Remove heated rack and baking sheet from oven. One at a time, dip pickles in egg mixture to coat, allowing excess to drip off. Dip in bread crumb mixture, pressing to help crumbs adhere. Lay pickles in an even layer onto prepared rack.
Return to oven and broil 3-4 minutes on each side.