Preheat oven to 425F and spray a baking sheet with oil.

Microwave broccoli with 1 tablespoon water, cover, and cook 1 minute until soft. Drain and season with 1/4 teaspoon salt.

In a small bowl, beat egg, water, and a pinch of salt with a fork; set aside. Fill a second bowl with breadcrumbs.

If chicken isn’t thin enough, pound it flat with wax paper and a mallet. Season both sides with 1/2 teaspoon salt. Place a cheese slice in the center and top with 2 tablespoons broccoli.

Roll chicken to cover filling, secure with toothpicks if needed.

Dip chicken rolls into egg wash, then coat with breadcrumbs. Transfer to baking sheet, spray with oil, and bake for 25 minutes. Remove toothpicks before serving.