Preheat oven to 350 degrees F (175 degrees C). Lightly grease a medium baking sheet. In a medium bowl, mix together cream cheese, sharp Cheddar cheese and mayonnaise. Stuff jalapeno halves with the mixture. Whisk together eggs and milk in a small bowl. Place crushed corn flake cereal in a separate small bowl. Dip each stuffed jalapeno half into the egg and milk mixture, then roll in corn flake cereal to coat. Arrange in a single layer on the prepared baking sheet. Bake in the preheated oven 30 minutes, or until filling is bubbly and lightly browned.