Spread panko breadcrumbs on a baking tray and spray with oil. Bake for 3 minutes or until light golden. Remove and scrape into bowl straight away.
Cut a pocket into each chicken breast, as per the photo below.
Fold the cheese in half and place 2 pieces inside each pocket. Do the same with the ham. Close the pocket, seal with 2 toothpicks. Sprinkle with salt and pepper.
Dip the chicken in flour, then egg, then into the panko breadcrumbs.
Wrap in plastic wrap and chill for 30 mins to set the shape.
Transfer to tray, spray with oil.
Bake for 25 to 30 minutes, or until golden brown and just cooked through. Remove toothpicks, serve with the Dijon Cream Sauce.
Melt butter over medium heat in a small saucepan. Add flour and cook for 1 minute.
Add half the milk and whisk until the flour mixture is blended in.
Add remaining milk, mustard and cheese. Cook for 3 minutes, whisking constantly, until thickened. It will thicken as it cools.
Remove from heat, add salt and pepper to taste. Serve with chicken.