Take your butterflied chicken and down the middle lay down 3 slices of cheese, separated a bit, and then cut your ham slice in half and lay them on top of each other on the cheese slices. Put the other 3 slices of cheese on top of the ham. Roll up chicken from top to bottom and tuck in the sides and pierce with as many toothpicks as you need to hold it together. Beat up your egg in a small bowl and pour your breadcrumbs onto a plate. Dip your chicken into the egg then transfer it to the breadcrumbs and coat entire piece of chicken. Place in a baking dish and spray with butter spray to moisten the breadcrumbs. Bake at 375 Degrees for 35-45 minutes. Cut a slit in the chicken just to make sure it is done, all chicken will cook differently depending on size. Remove all toothpicks.