These hors d'oeuvres aren't chicken legs but fried pouches filled with chicken breast meat.
Make filling: Heat 3 tablespoons olive oil in a large saucepan over medium heat until hot but not smoking. Add half the onion and garlic, and cook, stirring, until onion is translucent, about 3 minutes. Add chicken, 2 teaspoons salt, and 1/4 teaspoon pepper; cook 2 minutes more. Cover with water (about 4 cups), and bring to a boil. Reduce heat; simmer until chicken is cooked through, about 30 minutes.
Transfer chicken to a plate; set aside. Pour stock through a fine sieve into a bowl, and discard solids. Set aside. When chicken is cool enough to handle, finely shred meat; discard bones. Set aside.
Heat remaining 2 tablespoons oil in a large skillet over medium-low heat until hot but not smoking. Add the remaining onion and garlic, and cook, stirring, until onion is translucent, about 3 minutes. Add the tomato, parsley, and reserved chicken. Stir in cayenne and 1/2 cup reserved stock, and simmer 3 minutes. Season with salt and pepper. Transfer to a bowl to cool.
Make dough: Bring milk, butter, salt, and 2 1/4 cups stock to a boil in a large saucepan. Remove from heat, and add all flour at once. Stir with a wooden spoon until mixture forms a slightly sticky mass. Transfer to a bowl.
Roll a generous tablespoon of dough into a ball, then flatten into a 3-inch round about 1/8 inch thick. Put about 1 teaspoon filling in center; bring edges up to form a 1 1/2- to 2-inch high teardrop shape. Repeat with remaining dough and filling.
Fry drumsticks: Heat canola oil in a large saucepan until it registers 360 degrees on a deep-fry thermometer. Line a baking sheet with paper towels. Beat eggs and milk in a shallow bowl. Working with one at a time, dip drumsticks in egg mixture, then roll in breadcrumbs.
Working in batches to avoid crowding, fry drumsticks, turning them occasionally, until golden brown, about 1 minute. With a slotted spoon, transfer drumsticks to lined baking sheet to drain. (Adjust heat between batches as necessary to keep oil at a steady temperature.) If not serving drumsticks immediately, keep warm in a 275 degree oven up to 30 minutes.