Step 1

Cut a pocket into each chicken breast. Place a cheese slice on top of a slice of ham, then another slice of ham and cheese. Roll them up so the cheese is inside. Place the rolls inside each pocket and close them with 2 toothpicks if necessary.

Step 2

In a small bowl, mix the mayonnaise, mustard, and a dash of salt and pepper together. Spread it in a thin layer all over the chicken.

Step 3

Place the breadcrumbs on a large, shallow plate. Carefully roll the chicken in the breadcrumbs until fully coated.

Step 4

Preheat the air fryer to 370 degrees F then place the chicken in a single layer inside. Spray the top of the chicken with cooking oil spray.

Step 5

Air fry for 20-25 minutes, or until the internal temperature reaches 165 degrees F.

Step 6

While the chicken is cooking, make the sauce: melt the butter in a small saucepan set over medium heat. Whisk in flour and cook for 1 minute.

Step 7

Slowly whisk in the milk and whisk until the mixture is blended and smooth.

Step 8

Add the mustard and Parmesan and simmer for 2-3 minutes, whisking constantly, until thickened. Season with salt and pepper to taste. Serve over chicken.