Place chicken between 2 sheets of heavy-duty plastic wrap, and flatten to 1/4-inch thickness, using a meat mallet or rolling pin. Sprinkle with pepper.
Combine cream cheese, parsley, and garlic, stirring well. Place half of ham on each chicken breast half. Spread cheese mixture evenly over ham. Roll up chicken, jellyroll fashion, starting with short end and tucking ends under. Secure chicken rolls with wooden picks, if necessary.
Combine breadcrumbs, Italian seasoning, and Parmesan cheese. Dip chicken rolls in milk, and dredge in breadcrumb mixture. Place, seam side down, in a small shallow 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. Remove wooden picks before serving. If desired, garnish with fresh oregano and lemon slices.