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Place chicken in a shallow bowl and cover with pickle juice (enough to cover completely). Marinate in the refrigerator 8 hours.
After 8 hours, drain and dry the chicken completely on paper towels; discard marinade.
Preheat oven to 425F. Spray a baking sheet with oil.
Spread 1 teaspoon of mustard over each piece of chicken. Layer the ham on top, then the Swiss cheese and pickles along the center and roll.
Place egg in a medium bowl. In a shallow bowl, combine the bread crumbs and panko. Dip chicken in the egg wash, then into the breadcrumb mixture and shake off excess.
Transfer to the prepared baking sheet and spray the top generously with oil. Bake 25 minutes, until golden outside and cooked through.
Follow steps 1-5.
Preheat the air fryer to 400F. Transfer to the air fryer basket in two batches until golden outside and cooked through in the center, about 12 minutes, turning half way.