Preheat the oven to 425 degrees. Line a baking sheet with parchment paper.
Place the chicken breasts (one at a time) between two pieces of waxed paper. Pound with a rolling pin or mallet until about ¼-inch thick and of even thickness throughout. Sprinkle both sides of the chicken with a pinch of salt and pepper.
Combine the goat cheese with the sundried tomatoes, lemon zest, and basil. Divide the mixture between the chicken breasts and smooth into an even layer, keeping the mixture away from the edges. Roll the chicken up around the filling.
Beat the egg lightly with ½ teaspoon salt and ¼ teaspoon pepper.
Combine the bread crumbs with a pinch of salt and pepper and place on a plate or in a pie pan.
Dip the chicken in the egg mixture then roll in the breadcrumbs, pressing lightly to help them adhere. Place on the prepared baking sheet, seam side down. Spray liberally with cooking spray. Cook for 20 minutes or until the chicken is firm to the touch. Remove from the oven, drizzle with lemon juice and serve.