Cut a deep 2-inch-long slit in side of meaty portion of each breast. Slice cheese into 4 equal portions; brush with mustard. Place 1 cheese slice into each slit; secure with wooden picks.
Combine cereal, seasoning, and parsley. Dip chicken in buttermilk; dredge in cereal mixture. Place chicken in a 13- x 9- x 2-inch baking dish coated with cooking spray. Bake at 375° for 1 hour.