Preheat the oven to 375˚F. Set aside two rimmed baking sheets.
In a large bowl, use a fork to whisk together the eggs, milk and salt. In a second large bowl, combine the breadcrumbs, grated parmesan and cayenne powder.
Working one at a time, dip each cauliflower floret in the egg mixture and then coat in the breadcrumbs. Place the breaded floret on a baking sheet and repeat until all the florets have been breaded. Be careful not to overcrowd the baking sheets; depending on the size of your head of cauliflower, you may need to use a third sheet. Bake in the oven for 15 minutes or until florets are golden in color. If you find the florets are not browning to your liking, you can finish them under the broiler for the last few minutes of cooking.
While the cauliflower bakes, make the dipping sauce: In a medium bowl, mix together all of the ingredients for the sauce until evenly combined. Transfer to a serving bowl and top with a sprinkle of chopped chives and cayenne pepper for garnish.
To serve, arrange the cauliflower on a serving platter with the sauce on the side for dipping.