Preheat your oven to 350°F. Flatten the chicken breasts to about 1/4-inch thickness using a meat mallet or rolling pin. Season both sides with salt and pepper.
Place a slice of ham and a slice of cheese on each chicken breast and roll them up tightly. Secure with toothpicks if necessary. Dip each chicken roll in beaten eggs, then coat with gluten-free breadcrumbs. Heat the olive oil and butter in a large oven-proof skillet over medium-high heat. Add the chicken rolls and cook until browned on all sides, about 5 minutes.
Transfer the skillet to the oven and bake for 20-25 minutes, or until the chicken is cooked through.
While the chicken is baking, in a small saucepan, combine the chicken broth, Dijon mustard, and lemon juice. Bring to a simmer and cook until slightly thickened, about 5 minutes.
Remove the chicken from the oven and let it rest for a few minutes before removing the toothpicks.
Serve the chicken cordon bleu sliced, drizzled with the mustard sauce.