Preheat oven to 425 degrees. Place chicken legs on a broiler pan or any pan with a rack, then roast for 20 minutes.
After 20 minutes of roasting, crank on the broiler to get a little color on the legs. Broil for five minutes.
Remove chicken legs from oven. Reduce oven to 350 degrees. With tongs, dip each chicken leg into the sauce, submerging completely. Place back onto the pan. After all chicken is coated, return pan to oven for five minutes, or until hot and sizzling.
Remove from oven. Brush/dab generously with remaining sauce. Allow chicken to sit a few minutes before serving.
Preheat oven to 350 degrees F (175 degrees C). Lightly grease a medium baking sheet.
Pour egg into a small shallow bowl. Place bread crumbs in a separate shallow bowl. Dip chicken into egg, then into the bread crumbs. Place coated chicken on the prepared baking sheet and bake in the preheated oven for 40 minutes, or until no longer pink and juices run clear.
Pour 1/2 of the spaghetti sauce into a 7x11 inch baking dish. Place chicken over sauce, and cover with remaining sauce. Sprinkle mozzarella and Parmesan cheeses on top and return to the preheated oven for 20 minutes.