Preheat your oven to 200C/390F if you're using a conventional oven, or to 180C/350F for a fan-forced oven. Spread the panko breadcrumbs evenly on a baking tray, spritz them with oil, and bake for about 3 minutes until they turn light golden. Immediately transfer the toasted crumbs to a bowl.

Create a pocket in each chicken breast by slicing horizontally. Fold each slice of Swiss cheese in half and tuck two folded slices into each pocket. Do the same with the ham slices, then secure the chicken pocket with two toothpicks. Season the chicken with a sprinkle of salt and pepper.

In a bowl, combine the mayonnaise, Dijon mustard, salt, and pepper. Spread this mixture over the top and sides of each chicken breast, avoiding the underside. Press the panko breadcrumbs onto the coated chicken, ensuring they stick well. Lightly spray the coated chicken with oil.

In a bowl, whisk together the egg and flour. Dip each chicken breast into the egg mixture, followed by the panko breadcrumbs, ensuring they are fully coated. Place the coated chicken on a tray and lightly spray with oil.

Bake the chicken for 25 to 30 minutes until it is golden brown and just cooked through. Remove the toothpicks before serving. Pair the chicken with the Dijon Cream Sauce.

In a small saucepan, melt the butter over medium heat. Stir in the flour and cook for about 1 minute. Gradually whisk in half of the milk until the mixture is smooth and thickened. Add the remaining milk, Dijon mustard, and grated parmesan cheese, continuing to whisk until the sauce thickens, about 3 minutes. Remove from heat and season with salt and pepper to taste. Serve the sauce alongside the Chicken Cordon Bleu.