Place milk in a small bowl; set aside. Place flour in a small bowl; set aside. Place egg in a small bowl; set aside. Combine breadcrumbs and salt in a medium bowl; set aside.
Submerge each mushroom in milk; shake off excess liquid and dredge in flour. Submerge in beaten egg; dredge in breadcrumbs. Place on baking sheet; repeat with remaining mushrooms.
Bake 15 to 20 minutes, until golden brown and lightly crisped. Serve warm