Cut a deep slit along one side of each chicken breast, without slicing right through, then open it out like a book. On a clean chopping board, finely chop 4 sage leaves, then mix into the ricotta and season with salt and pepper to taste.
Lay two Parma ham slices on the board, overlapping them slightly. Put a sage leaf in the middle and lay an open chicken breast on top. Spoon a quarter of the ricotta mixture onto the middle of the chicken, then fold the sides together again, to enclose the filling. Now wrap the Parma ham slices around the stuffed chicken breast. Wrap in cling film. Repeat with the rest of the chicken breasts and chill for 1-2hrs to firm up slightly.
Heat the oven to 350F and place a roasting pan in the oven to heat up. Heat a heavy-based frying pan and add the olive oil. When hot, fry the Parma-wrapped chicken, in batches if necessary, for 2 mins on each side until browned.
Lay a few thyme sprigs on each chicken breast, then place in the hot roasting pan. Cook in the oven for 12-15 mins, depending on size, or until the meat feels just firm when lightly pressed.
Rest the chicken, covered with foil, in a warm place for 5-10 minutes Slice each stuffed breast thickly on the diagonal and arrange on warm plates.