Preheat oven to 350 degrees F. Spray an 11x17 inch baking dish with nonstick cooking spray. Place each chicken breast between 2 slices of plastic wrap. Using a meat mallet or rolling pin, pound to 1/4 inch thickness.
Place 1 string cheese stick and equal parts diced ham across the center or each flattened chicken breast. Roll up chicken jelly-roll style, starting with the short end.
Place the chicken seam side down into the prepared dish. Brush with egg and sprinkle with crushed Special K Protein Plus Cereal. Season to your liking.
Bake uncovered 35 minutes or until the chicken is done.