Preheat oven to 450 degrees. Line a baking sheet with parchment paper or foil for easy clean up, set pan aside.
Finely crush crackers; combine cracker crumbs, bread crumbs, optional lemon pepper and melted butter, mix well. Spread crumbs on a baking sheet and bake 3-5 minutes, stirring occasionally until lightly toasted. Remove from oven and set aside.
Cut cheese in sticks. Roll each cheese stick in ham slices (about 1 ½ ounces each). Press edges to hold hand in place. Lay chicken breasts on cutting board, cut a pocket in the thickest part of the meat (as if you were butterflying the chicken breast), carefully not to cut a hole through the chicken. Insert one ham/cheese roll in the pocket. Carefully pull edges of the pocket around the ham/cheese stick and press to seal. If needed, use toothpicks to hold pocket closed. (NOTE: It is easier to handle from this step forward if chicken rolls are refrigerated 30-60 minutes, but not necessary).
Place flour in a shallow bowl; beat eggs well and place in a second shallow bowl; place toasted crumbs in a third bowl. Roll chicken in flour to coat, shake off excess flour, dip in egg, then roll in toasted crumbs. Place chicken on prepared baking sheet. Bake 25-30 minutes or until chicken is cooked through (165 degrees internal temperature). Rolls may be cut in half or sliced and served on a bed of rice with steamed vegetables. Drizzle with creamy sauce.
While chicken is baking prepare sauce by whisking together optional cornstarch, chicken broth, cream and mustard. Stirring constantly over medium heat, bring to a boil. Remove from heat and season to taste. Serve warm over warm chicken rolls.