Preheat oven to 350°.
Slice chicken breast halves into thin cutlets. Pound them to make them thinner if you wish. This helps when you wrap the cutlets.
Cut each slice of cheese into squares and stack on top of each other.
Place a slice of ham on top of the chicken, top with cheese and wrap chicken around to completely cover cheese, using toothpicks to secure. (Make sure no holes so cheese doesn't leak out) Season with a little salt.
Whisk egg and water to make an egg wash.
Dip chicken into egg wash, then breadcrumbs.
Spray cookie sheet with oil and place chicken on cookie sheet. Lightly spray chicken with oil and bake about 25 minutes, until cooked.
The recipe orginally came from www.skinnytaste.com!