Heat oven to 450 degrees F. Spray a baking sheet with nonstick cooking spray. Cut each chicken breast in half. Mix flour, baking soda and cayenne pepper in a plastic bag. Combine egg whites and water in a medium bowl and mix well. Add chicken a few pieces at a time and turn to coat on all sides. Remove chicken from egg mixture and place in bag with flour. Seal and shake to lightly coat each piece of chicken. Place on baking sheet and bake uncovered for about 20-25 minutes or until chicken is cooked through.
Prepare sauce when chicken is almost done baking. Heat all sauce ingredients (except water and cornstarch) in a small saucepan until it reaches a light boil, stirring occasionally. Combine the cornstarch and cold water and mix well. Gradually add cornstarch mixture to the sauce. Cook, stirring constantly until thickened. Additional cornstarch/water can be added if a thicker sauce is desired.
Cut each chicken breast digonally into about 5 or 6 slices. Pour lemon sauce over chicken and serve.