Preheat oven to 350 degrees F.
With a brush or back of a spoon, smear dijon thinly on each chicken breast, covering from end to end. You can do one or both sides of each breast. Season with salt and pepper on each side of each chicken breast.
On the widest end of the breast, fold up ham and cheese and place on it, then fold the other end of the breast over the ham and cheese.
In a shallow dish, spread out breadcrumbs and place the folded chicken in. Cover each side well in breadcrumbs then place in an oven-safe dish.
Bake for 25 to 30 minutes, or until golden brown and cooked through. While cooking begin making parmesan-dijon cream sauce.
Serve with sauce.
In a medium sized saucepan, melt butter and add thyme. Once butter is melted, add flour and whisk vigorously to create a roux. Cook roux for a minute to cook out raw flour.
In a bowl, combine milk and chicken broth, then gradually pour into the saucepan while whisking constantly to ensure there are no lumps.
Add Worcestershire sauce and let simmer for 5 minutes until sauce thickens.
Once thickened, turn off heat and stir in dijon mustard and parmesan until cheese is melted. Keep the sauce warm until chicken is ready to serve. If sauce becomes too thick, splash in a little milk and whisk well.
