HEAT oven to 350°F.
MAKE 2-inch-long cut in one long side of each chicken breast to form pocket; fill with combined American cheese blend and bacon. Press cut edges of pockets together to seal.
WHISK egg in pie plate. Combine cilantro and Parmesan in separate pie plate. Dip chicken, 1 breast at a time, in egg, then in cilantro mixture, turning to evenly coat both sides of each breast. Place in 8-inch square baking dish sprayed with cooking spray.
BAKE 20 to 25 min. or until chicken is done (165ºF).