Remove your chicken breasts from the refrigerator and cut them in half lengthwise through the middle so you have two thin pieces of chicken from each breast. Set aside while you prep the remaining ingredients.
Mix up the mayonnaise and mustard sauce if using. Whisk together 2 eggs and 2 tablespoons dijon mustard in a shallow dish. Combine the panko, breadcrumbs, and seasonings in a second shallow dish or in a plastic bag. Get out 8 slices of deli ham and 4 slices of Swiss cheese. Get 16-20 toothpicks out of the box.
Assembling
Preheat the air fryer on the hottest setting. For the Ninja Foodi Pressure Cooker & Air Crisper, use the broil (grill) setting with the basket or cooking surface inside the inner pot
Place each chicken piece between parchment paper or plastic wrap and use a flat meat mallet to pound the chicken until it is about ¼" thick. Repeat for all the chicken pieces.
Place 2 pieces of ham on top of the chicken and cut the Swiss cheese in half and lay it in the middle of the ham in a single layer. Spread about 1-1½ Tablespoon of the sauce over the cheese.
Roll the chicken over the ham and cheese and when you get to the end, tuck the ham over itself and pull the end of the chicken up and over to create a roll. Secure with toothpick.
Tuck in the ends and secure with toothpicks.
Coating
Coat each piece of chicken with the egg and mustard mixture and then coat in the breadcrumb mixture. Pat the breadcrumbs into the chicken and let the chicken sit for a minute or two. Repeat for each chicken roll.
Air Frying
Spritz the basket or cooking surface with oil of choice and place the chicken in the basket in a single layer. How many you can fit will depend on your air fryer, but you do want space between each one for the best outcome. Spritz the top of the chicken with oil.
Air fry (Air Crisp) on 375°F/°190°C for 18-20 minutes or until the bread crumbs are golden brown and the chicken is cooked through.
Remove and let rest on a cooling rack for 5-10 minutes before serving.