Place 1 chicken thigh into a resealable plastic bag and flatten to about 1/2" with a mallet. When all the thighs are flattened, place back into the plastic bag and add the teryaki marinade with the chili sauce. Seal and mix all the ingredients together. Refrigerate at least 18-24 hours.
When ready to bake, heat the oven to 350 degrees. Spray a 9x13 glass dish with butter spray. Set aside.
Lay each drained chicken thigh flat and place a slice of ham on top and then one of the string cheese pieces. Roll up and secure with toothpicks. Continue with rest of thighs.
Spray these bundles with the butter spray and roll into the Panko Bread Crumbs, being sure to use all the crumbs. Place into sprayed dish and then spray the top of the bundles with more butter spray.
Bake for 35-40 minutes, or until juices run clear.