HEAT oven to 350°F.
POUND chicken to 1/4-inch thickness. Beat egg lightly in shallow dish. Empty coating mix into separate shallow dish. Dip chicken in egg, then in coating, turning to evenly coat both sides of each breast.
TOP chicken with ham, cheese and broccoli. Roll up, starting at one short end of each breast; secure with wooden toothpicks. Place in 13x9-inch baking dish sprayed with cooking spray.
BAKE 25 min. or until chicken is done, heating spaghetti sauce for the last few minutes of the baking time.
REMOVE and discard toothpicks from roll-ups. Spoon 1/4 cup sauce onto each of 6 serving plates; top with 1 sliced chicken roll-up.