Preheat your oven to 375°F (190°C). Prepare a baking dish by lightly greasing it with cooking spray or a little olive oil.
Place each chicken breast between two pieces of plastic wrap and pound them to about 1/2 inch thickness using a meat mallet or rolling pin.
Season both sides of the chicken breasts with salt, pepper, garlic powder, onion powder, and paprika.
Lay 2 ounces of ham and 2 ounces of Swiss cheese on each chicken breast. Roll the chicken tightly, starting from one end, and secure with toothpicks if necessary.
Set up a breading station: Place the flour in one shallow dish, beat the eggs in a second dish, and combine the breadcrumbs with a pinch of salt and pepper in a third dish.
Dredge each chicken roll first in the flour, then dip in the beaten eggs, and finally coat with breadcrumbs, pressing gently to adhere.
In a large skillet, heat the olive oil over medium heat. Once hot, add the breaded chicken rolls and cook for about 3-4 minutes on each side until golden brown.
Transfer the browned chicken rolls to the prepared baking dish. In the same skillet, add the heavy cream, Dijon mustard, and dried thyme, stirring to combine. Pour the sauce over the chicken.
Bake in the preheated oven for 20-25 minutes, or until the chicken is cooked through and reaches an internal temperature of 165°F (74°C).
Remove from the oven, let rest for a few minutes, and garnish with fresh parsley before serving.