Preheat the oven to 350 degrees and place a cast iron skillet inside while heating. Use a mallet to beat the chicken breasts until ¼ inch thin. They should be thin enough to easily wrap up, but not so thin they fall apart.
Mix the salt, pepper and flour in one bowl, eggs in another, and panko bread crumbs in the third bowl.
Layer 2 slices of cheese and 2 slices of prosciutto on each breast. Roll up and secure with toothpicks.
Dip each breast in the flour mixture, then the egg mixture, then the breadcrumbs. Do the same for all breasts.
Remove the heated cast iron skillet from the pan and place 1 tbsp. of butter or bacon grease in the skillet. Add the chicken and brown on all sides - about 1-2 minutes per side.
Once browned, pour the Dijon sauce over the chicken and place in the oven. Bake for 30 minutes, or until juices of the chicken run clear (165 degrees). Remove from oven and serve.
Dijon Mustard Sauce:
Heat a skillet over medium heat and add the flour and butter. Stir continuously to make a roux. Cook for 2-5 minutes, until roux is very light brown.
Combine the mustard, Worcestershire sauce and warm milk in a bowl.
Add the warm milk mixture very slowly, a little at a time while stirring constantly, until a sauce starts to form. Add the salt, cayenne pepper and Parmesan cheese. Stir until combined and remove from heat.
Sauce should be thick enough to coat the back of a spoon, but still pourable.