Halve the chicken breasts horizontally separating each into 2 cutlets.
Place cutlets in a freezer plastic storage bag and pound into 1/8-inch thick cutlets.
Arrange the 4 cutlets on work surface. Season cutlets with salt and pepper on the side facing up. Cover each piece of chicken with 1 slice of ham and 1 slice of cheese. At the larger end of the breast, place a small bundle of baby spinach. Tightly wrap the chicken around the ham, cheese and spinach. The rolls should stay together, but if needed, secure with a toothpick.
Heat about 1 tablespoon extra-virgin olive oil in a nonstick skillet over medium heat. When the oil is hot, use tongs to add the chicken roll-ups to skillet with the seam side down. Season the roll-ups with salt and pepper.
Cover the pan loosely with tin foil and cook 4 to 5 minutes, turn roll-ups over and cook the other side 4 to 5 minutes. Remove the cooked roll ups to a serving plate. If toothpicks were used, remove the toothpicks before serving.
Add 2 tablespoons of butter and 2 tablespoons flour to the pan used to cook the chicken, stirring well until there are no lumps.
Slowly stir in the chicken stock, Dijon mustard, and lemon zest, scraping up any drippings from the bottom of the pan. Simmer 1 minute.
Remove pan from the heat, add the lemon juice and parsley and spoon over chicken.