great question.

My only guess is that they take them off of the McChickens’ feet with their sold still on.

As a former McDonalds worker in the early 90’s I can tell you that there is alot more to worry about the chicken nugget than it’s shape…

“Chicken McNuggets come in three shapes. The first resembles a boot – a rectangular shape with a stub jutting out of one of the corners. The second is a circle/ diamond. The third is roughly rectangular, but without the stub. Though the exact origin of these shapes is unclear, some[attribution needed] believe the shapes resulted from a need to maximize yield from the meat mixture, coupled with a need for shapes that appear like random chunks, and not homogeneously mass produced.”

From : http://www.answers.com/topic/chicken-mcnuggets