Preheat oven to 350 degrees F (175 degrees C). Coat a 7x11 inch baking dish with nonstick cooking spray.
Pound chicken breasts to 1/4 inch thickness. Break 1 egg and beat onto a plate as an egg wash.
Sprinkle each piece of chicken on both sides with salt and pepper. Drag chicken through egg wash. Place 1 cheese slice and 1 ham slice on top of each breast. Roll up each breast, and secure with a toothpick. Roll Chicken in bread crumbs. Place in baking dish, and sprinkle chicken evenly with remaining bread crumbs.
Bake for 30 to 35 minutes, or until chicken is no longer pink. Remove from oven, and place 1/2 cheese slice on top of each breast. Return to oven for 3 to 5 minutes, or until cheese has melted. Remove toothpicks, and serve immediately with Sauce.
Combine soup, sour cream and lemon juice. Heat on low until warm. Serve on Chicken and sides.