Heat oven to 375°F. Spray 8-inch square (1 1/2-quart) baking dish with nonstick cooking spray. Place 1 chicken breast half between 2 pieces of plastic wrap or waxed paper. Working from center, gently pound chicken with flat side of meat mallet or rolling pin until about 1/4 inch thick; remove wrap. Repeat with remaining chicken breast halves.
Spread each chicken breast half with 1/2 teaspoon mustard; sprinkle each with 1 teaspoon chives. Cut ham and cheese slices to fit chicken. Top each chicken breast half with ham and cheese slice. Roll up, tucking ends inside.
In shallow bowl, combine egg white and water; beat slightly. Place cereal crumbs in shallow dish. Coat chicken rolls with egg white mixture; roll in crumbs. Place in sprayed dish; sprinkle with paprika.
Bake at 375°F. for 25 to 30 minutes, or until chicken is fork-tender and juices run clear.