Preheat your oven to 475° F. Line a baking sheet with parchment paper or lightly grease it with oil. This step ensures that your chicken and veggies won’t stick, making cleanup a breeze.
In a mixing bowl, add the cubed chicken, beaten egg, and a pinch of pepper. Toss everything together until the chicken is well-coated. In another bowl, mix the flour and ginger. Dredge the chicken pieces in the flour mixture, ensuring an even coating. This will give the chicken a crispy texture when baked.
Place the coated chicken on one side of the prepared baking sheet. Drizzle 2 tablespoons of oil over it. On the other side, add the broccoli, peppers, and shallots, tossing them with the remaining oil to coat.
Bake everything in the preheated oven for 15 minutes, allowing the chicken to start cooking and the veggies to soften slightly.
While the chicken and veggies are roasting, prepare the sauce. In a medium saucepan over medium-high heat, combine the sweet Thai chili sauce, soy sauce, apple juice, rice vinegar, ketchup, peanut butter, jalapeño, and grated garlic. Bring the mixture to a boil, stirring frequently.
Allow the sauce to boil for 5 to 8 minutes until it thickens and reduces by about one-third. Remove it from the heat once it reaches your desired consistency.
Once the 15 minutes are up, take the baking sheet out of the oven. Pour half of the thickened sauce over the chicken, tossing it gently to ensure even coverage. Toss the veggies as well, making sure they are nicely coated.
Return the baking sheet to the oven and lower the temperature to 400° F. Bake for an additional 3 minutes, just until the sauce caramelizes and clings beautifully to the chicken. Keep a close eye on it, as the sauce can burn easily.
When done, remove the baking sheet from the oven. Serve the chicken over bowls of fluffy rice, drizzling with the remaining sauce. Top with fresh cilantro, and serve the roasted veggies on the side.