Preheat oven to 350 degrees
In a pan, saute 2 tablespoons butter, onions and mushrooms until they are tender and caramelized. Set aside.
Mix panco, salt, pepper and thyme in a bowl. Set aside.
Beat eggs in a bowl. Set aside.
Flatten chicken to 1/8" thick. Layer ham/beef and cheese on top. Roll up chicken and tie with kitchen twine.
Dredge chicken roll into egg and and panco mixture. Move into fridge for 15 minutes to set.
Fry chicken on all sides until golden brown in butter or oil, about 30 seconds on each side.
Bake chicken in oven until it reaches an internal temperature of 160 degrees. Rest chicken for 10 minutes.
While chicken is resting, move sauce mixture back onto the heat. Add heavy cream, Worcestershire sauce, blue cheese, brandy and white wine. Salt and pepper to taste.
Slice chicken and top with sauce.