Preheat oven to 375°.
Place cutlets between 2 sheets of wax paper, and flatten to 1/8-inch thickness. Sprinkle 4 cutlets with pepper. Cut each cheese slice in half; place 1 half-slice in center of each peppered cutlet. Cut ham slice into 4 pieces; place evenly on top of cheese. Place remaining 4 cutlets over ham; pound edges to seal.
Dredge cutlets in flour. Dip in egg substitute; dredge in breadcrumbs. Coat a large nonstick skillet with cooking spray; add margarine. Place over medium-high heat until margarine melts. Add cutlets; cook 2 minutes on each side or until lightly browned.
Place cutlets in an 11- x 7-inch baking dish coated with cooking spray. Bake, uncovered, at 375° for 20 minutes. Garnish with parsley sprigs and lemon slices, if desired.