PREHEAT oven to 400°F. Combine mushrooms, carrot, red pepper and cheese in large bowl. Pull away skin from drumsticks to form a pocket. Divide filling evenly; spoon into each pocket. Secure with toothpicks.
COAT chicken pieces in coating mix. Place on foil-covered baking sheet.
BAKE 40 min. or until chicken is cooked through. Remove toothpicks.
