Preheat oven to 180°C (350°F) and grease a baking dish.
Season the chicken fillets with salt and 4-pepper mix on both sides.
Prepare the marinade by whisking together the egg, mustard, lemon juice, olive oil, garlic, and parsley.
Brush the chicken fillets with the marinade and let them sit for at least 15 minutes.
Place a cheese stick in the center of each fillet and roll it tightly. Secure with toothpicks if needed.
Transfer the chicken rolls to the baking dish and brush with the remaining marinade.
Bake for 25-30 minutes or until the chicken is golden brown and cooked through.
Let rest for 5 minutes before slicing. Serve warm and enjoy!