Pour the breadcrumbs onto a large baking tray and give it a shake so they're evenly distributed. Coat with oil spray then place in the oven at 180C/350F for around 5mins, or until light golden (be vigilant as they turn perfect to burnt quite quickly!). Pour them into a bowl to cool and increase oven temp to 200C/400F.
Carefully slice a pocket into the side of each chicken breast, going as wide and deep as you can without cutting through the other side. Place two slices of cheese on top of two slices of ham and tightly roll. Wedge into the pocket and close it over so the filling is covered. Use toothpicks to seal the seam shut.
In a small bowl combine paprika, salt, onion powder, garlic powder, black pepper and cayenne pepper.
Line up 3 bowls: the first with flour and half of the season, the second with beaten egg and the last with the toasted breadcrumbs and the rest of the seasoning. One by one dredge the chicken through flour, then into the egg, then finish with breadcrumbs, fully coating the chicken at each stage.
Line a baking tray with foil then place a wire rack on top. Spray the rack with oil, then place the chicken on top. Spray the chicken with oil then place in the oven for 25-30mins, or until deep golden & crispy, with the cheese starting to leak out. The chicken should be piping hot and white right through the centre.
Meanwhile, in a medium-sized pot over medium heat melt the butter. Stir in the stock, cream, parmesan, mustard and white pepper until blended, then bring to a gentle simmer. Simmer for 5-6mins, stirring frequently, until the sauce thickens (it will thicken more as it cools). Adjust with salt if needed then remove from heat.
Carefully twist the toothpicks out of the chicken, then serve up with the sauce and enjoy!