Well, I marinated overnight and then deep fried them. The sauce I made was OK - I would have liked it hotter, but the flavor was pretty damn good. I lightly dusted them in corn starch before frying, and I have to say they were much better than I expected. Not the apathy-inducing Chinese Take-Out style breading that's ubiquitous here, but a crisper, less bready homestyle browning that went well with the overall idea of the dish.
However, I have to say that in all honesty I didn't find it to be all that much better than oven-baked, if at all. Granted, this is a comparison of my method of deep-frying to my method of baking, and it wasn't a blind side-by side comparison or anything else remotely approaching scientific. But at the same time, it wasn't an absolute, jaw-dropping proof that deep fried is inherently better than oven baked. On the other hand, the process did feel more "right" and it wasn't a whole lot of additional work.
I'll have to try it again sometime as a side-by side.