Place chicken in a bowl and completely cover with pickle juice.
Let marinate in the fridge for at least an hour or two, up to 8 hours.
When done, drain and dry the chicken on paper towels.
Preheat oven to 425F.
Cover baking sheet with a silicone baking mat.
Spread some mustard over each piece of chicken.
Layer the ham on top, then the Swiss cheese and pickles and roll up the chicken breast.
Place egg in a medium bowl.
Add the breadcrumbs to a bowl.
Dip chicken in the egg wash, then into the breadcrumb mixture and shake off any excess breadcrumbs.
Put to chicken on the baking sheet and spray the top generously with olive oil.
Bake about 25-35 minutes, until golden and cooked through.