Preheat the oven to 180 degrees C. Grease a small overproof dish.
Pound the chicken breasts flat between greaseproof paper.
Place 2 slices of Swiss cheese and one slice of ham on each chicken breast, leaving some space at the edges. Roll tightly and press down a bit.
Mix the flour with the salt and pepper. Mix the breadcrumbs with the thyme and vegetable oil.
Whisk the egg with water and place in a soup bowl. Put the panko mixture in a different soup bowl.
Cover the chicken rolls all over in flour and dip into the egg. Now roll them in the panko mix until they are very thickly covered.
Place the rolls side by side in the prepared oven dish and bake in the preheated oven for 45-50 minutes until the chicken is cooked through at the outside is golden brown. After about halfway through the cooking time, pour some wine into the dish.
Carefully remove the meat from the dish and serve either whole or cut diagonally.