Prep the oven and pan: Preheat to 425°F (220°C). Line a sheet pan with parchment and set a wire rack on top.
Lightly coat the rack with olive oil spray for extra crispness.
Pound the chicken: Place cutlets between two sheets of plastic or parchment. Gently pound to about 1/4 inch thick so they cook evenly.
Season and spread: Sprinkle both sides with salt and pepper. Spread a thin layer of Dijon (about 1/2 tablespoon total) over the top of each cutlet.
Layer the filling: Top each cutlet with a slice of ham and a slice of Swiss, leaving a small border along the edges.
Roll it up: Starting at the short end, roll each cutlet snugly.
Place seam-side down. If your rolls feel loose, secure with a toothpick, but you often won’t need it.
Set up coating: In one shallow bowl, whisk egg with 1 tablespoon water. In another, mix breadcrumbs, Parmesan, garlic powder, paprika, and a pinch of salt.
Coat: Dip each chicken roll in egg, letting excess drip off.
Roll in the breadcrumb mixture, pressing gently so it adheres. Place on the prepared rack.
Spritz and bake: Lightly spray the tops with olive oil. Bake 22–26 minutes, until internal temp reaches 165°F and the coating is crisp and golden.
Make the quick sauce (optional): Stir yogurt, 1 teaspoon Dijon, lemon juice, and a pinch of salt.
Adjust to taste.
Serve: Rest chicken 3–5 minutes. Slice into rounds or serve whole with a spoonful of the Dijon-yogurt sauce.