Yes, CP, they are breaded. I ordered mine with buffalo sauce, but they are definitely breaded. If you are looking for some grilled chicken fingers on my (Colbert) side of the river, try Swamp Johns.
However, the absolute best grilled (and blackened) chicken fingers I have ever had in my life are at the Bayou Blue in Florence. But they aren't on the menu; just tell them you want Chris's blackened chicken fingers. And get some sweet potato fries on the side! (Much better for you than white potatoes if you're doing the low carb thing)