For the pork chops: Preheat oven to 400 degrees.
Trim any excess fat from the chops. Season with salt and pepper. Dip the chops into the beaten egg, then into the bread crumbs until thoroughly coated. Allow to sit for about 10 minutes so the crumb mixture adheres properly. Heat the olive oil in an oven-proof pan (I used a 12" cast iron). Place the breaded chops in the pan and cook for 2-3 minutes on each side until golden brown. Note: If not breading, brown the chops on both sides (stove top) then continue to the next step.
Place the pan in the oven and cook until the pork chops are fully cooked. Time will vary depending on the thickness of the chops, about 12-15 minutes in the oven.
For the sauce: Prepare the sauce while the chops are cooking. Heat olive oil in a pan. Add the mushrooms and prosciutto. Cook for 8-9 minutes, until the mushrooms are tender and lightly browned.
Add the garlic. Cook for another minute or two. Then removed the cooked mushrooms, prosciutto, and garlic and set aside. Add the marsala to the hot pan. Bring to a simmer and cook until the liquid has reduced to about 1/4 cup. Add the chicken broth. Return to a simmer and cook until a little more than 1 cup of liquid remains.
Place the cornstarch in a small bowl. Spoon a few tablespoons of the hot liquid into the cornstarch and stir until combined. (Dissolving the cornstarch in a small amount of liquid before adding to the sauce will help to prevent lumps from forming.) Then, add the cornstarch mixture to the pan and simmer for another minute or two to thicken. Return the mushroom mixture to the pan and simmer for a minute to reheat.
To serve: Upon removing the pork chops from the oven, sprinkle over the fontina cheese. Allow the pork chops to rest and the cheese to melt for a couple minutes. Then spoon the sauce over the chops and serve.