Combine Eggs, Milk, and Cayenne (opt.) in a bowl. Melt Margarine in another bowl and reserve.
Dip one slice of bread in egg mixture and place between two slices of dry bread. May freeze at this point.
If frozen, thaw for 15 minutes. Slice into 4 fingers. Dip melted margarine and then bread Top Only in Parmesan. Lay on lined baking sheet and repeat. Bake at 350@F. for 10 minutes till crispy.