Preheat oven to 400 degrees. Place wire rack on cookie sheet.
Pound chicken breasts out until ¼ inch thick.
Place a piece of ham and cheese on each piece of chicken. Roll up and secure with a toothpick or two.
Set up a breading station. One bowl has flour mixed with salt and pepper, next bowl has egg whisked up with 2 tablespoons water, and final bowl has crushed up pretzels.
Bread each chicken packet by dredging in flour, dipping in egg wash, and then finally rolling in pretzels. Place on cooking rack on cookie sheet.
Bake for 25 minutes.
While chicken is baking, whisk together mustard, wine, chicken stock, and onion powder together with a bit of salt and pepper. Bring to a boil, and simmer until chicken is cooked. The sauce will be thin, but that is how I like it. Feel free to thicken it up with 2-3 teaspoons of cornstarch.