Add the chicken cutlets and pickle juice to a bowl or ziploc bag. Cover the bowl or seal the bag and refrigerate the chicken in the pickle juice brine for 6-8 hours minimum.
After the chicken has finished brining, remove it from the pickle juice and pat dry. Discard the pickle juice.
Preheat the oven to 425 degrees fahrenheit.
While the oven is preheating, beat an egg in a shallow medium-sized bowl.
In a separate shallow bowl, blend the bread crumbs and panko together.
Smear each chicken cutlet with mustard.
Add three slices of ham, cheese, and two dill pickles to each chicken cutlet.
Roll each chicken cutlet up tightly over the ham, cheese, and pickle filling.
Gently dip each side of the rolled-up chicken cutlet fully into the egg then the bread crumb and panko mixture.
Place each roll of chicken onto a parchment lined cookie sheet. Secure with a toothpick or skewer if needed. Spray each generously with cooking spray.
Bake for 25-30 minutes or until the chicken is cooked through and at least 165 F.
Serve hot and enjoy!