Place each chicken breast half, between pieces of clear plastic wrap. Working from the center to the edges, pound lightly with the flat side of a meat mallet to 1/4-inch thick. Remove plastic wrap. Spread chicken with cheese. Place ham, cutting to fit, over each chicken breast. Fold in the long sides of the chicken and roll up into a spiral starting from the short edge. Secure with wooden toothpicks.
Combine bread crumbs and parsley in a shallow dish. Dip chicken rolls first in milk and then into the bread crumb mixture to coat.
Spray a 2-quart rectangular baking dish with nonstick coating. Place chicken rolls, seam side down, in prepared baking dish. Drizzle with melted margarine or butter.
Bake in a 400 degree F oven for 30 to 35 minutes or until lightly browned and chicken is tender and no longer pink. Remove rolls and chill for 1 to 24 hours.
To serve, slice each roll crosswise into 1/2-inch-thick slices. Serve chilled. Makes about 40 servings.