Preheat oven to 400 degrees F (200 degrees C). Line a 10x15-inch baking pan with foil and coat lightly with nonstick cooking spray.
Stir together yogurt, green onions, lime juice, 1/2 teaspoon salt, and 1/4 teaspoon pepper in a large bowl. Stir in coleslaw. Cover and refrigerate until chilled, about 1 hour.
Arrange sweet potatoes on prepared pan. Drizzle with 1 tablespoon oil. Sprinkle with chili powder and 1/4 teaspoon salt; toss to coat. Bake in preheated oven until tender and browned, 20 to 25 minutes.
Rinse fish and pat dry with a paper towel. Stir together egg and water in a shallow dish. Mix together cereal, remaining 1/4 teaspoon salt, and remaining 1/4 teaspoon pepper in another shallow dish. Dip each fillet in egg mixture, letting excess drip off; dip in cereal mixture, turning to coat.
Heat remaining 1 tablespoon oil in a 10-inch oven-safe skillet over medium-high heat. Add fish and cook until just golden, about 3 minutes. Turn fish. Transfer skillet to oven. Bake until fish flakes easily, about 15 minutes. Serve with sweet potatoes and slaw.