Using a mallet or rolling pin, flatten the pork fillets to an even thickness, about 3mm. Layer each fillet with the ham and then a slice of cheese. Roll the escalopes and tuck in the ends so that they're secure.
Dip the rolls in beaten egg then coat with breadcrumbs.
Heat about 1cm of olive oil in a frying pan. Once hot, but not smoking, place the pork rolls in the oil and cook on all sides till nice and brown.
In Spain this recipe is generally prepared with pork, but you could also use beef or chicken. Iberian ham is the best choice for the stuffing, but you could use another dry-cured ham instead.