Slice avocados in half, removing pit. Slice each half the long way in half again (you have now cut the avocado in quarters). Using a spoon, gently remove peel from avocado fruit. Cut the peeled avocado wedges into 1/2" thick wedges (the long way). Season wedges with salt and pepper.
Place crushed cereal crumbs into a bowl. Coat avocado wedges with the crumbs on all sides, carefully pressing as needed for crumbs to stick. Place coated avocado slices onto a baking sheet.
Bake in a preheated 450 degree F oven for 10 minutes. Crumbs will just be golden on the edges. Serve with horseradish sauce.