Preheat oven to 350°.
Place chicken between 2 sheets of heavy-duty plastic wrap; flatten to 1/4-inch thickness, using a rolling pin. Sprinkle with pepper.
Place one-fourth of ham on each chicken breast half. Spread cream cheese evenly over ham. Roll up chicken, starting with short end and tucking ends under. Secure with wooden picks.
Combine breadcrumbs, Italian seasoning, and Parmesan cheese. Dip chicken rolls in milk, and dredge in breadcrumb mixture. Place, seam sides down, in a baking dish coated with cooking spray. Combine margarine and lemon juice; drizzle over chicken. Sprinkle with paprika. Bake, uncovered, at 350° for 30 minutes or until tender. To serve, remove wooden picks, and slice.