Place the chicken breast on a cutting board and press down on the long side of the chicken breast with the palm of your non-dominant hand. While pushing down on the breast with your hand, cut through lengthwise until you are ½ inch from the other side. Open the chicken breast up like a book.
Place a piece of plastic wrap over the chicken breast and gently pound it with a meat tenderizer, make it the same thickness throughout.
Season the chicken with salt and pepper and then spread Dijon mustard on pounded surface of each chicken breast.
Place one slice of cheese on top of the mustard, then top with the 2 slices of ham and the other slice of cheese.
Starting with the long edge of the chicken breast, roll the chicken up to the other side, tucking each layer in as you roll. Secure with toothpicks.
Set up a dredging station with three shallow dishes.
Place the flour in one. Place the beaten egg in the second dish. Combine the panko breadcrumbs and Parmesan cheese together in the third one.
Dip the stuffed and rolled chicken breasts in the flour, then the beaten egg and then roll in the breadcrumbs-cheese mixture to cover on all sides. Press the crumbs secure against the chicken breast to make sure they don’t fall off.
Spray the chicken breasts with grapeseed oil and let sit for 5 minutes before transfering to the air fryer basket.
Air-fry at 350°F for 16 minutes, flipping the breasts over halfway through the cooking time. Let the chicken rest for a few minutes before serving.