Preheat oven to 200C/390F (standard) or 180C/350F (fan).
Spread panko breadcrumbs on a baking tray and spray with oil. Bake for 3 minutes or until light golden. Remove and scrape into bowl straight away.
Cut a pocket into each chicken breast.
Fold the cheese in half and place 2 pieces inside each pocket. Do the same with the ham. Close the pocket, seal with 2 toothpicks. Sprinkle with salt and pepper.
Mix the mayonnaise, mustard, salt and pepper in a bowl. Spread onto the top and sides of the chicken (not underside).
Sprinkle panko over the chicken, using your other hand to press the breadcrumbs onto the side of the chicken. Spray with oil.
Bake for 25 to 30 minutes, or until golden brown and just cooked through. Remove toothpicks, serve with the Dijon Cream Sauce.
Melt butter over medium heat in a small saucepan. Add flour and cook for 1 minute.
Add half the milk and whisk until the flour mixture is blended in.
Add remaining milk, mustard and cheese. Cook for 3 minutes, whisking constantly, until thickened. It will thicken as it cools.
Remove from heat, add salt and pepper to taste. Serve with chicken.