Preheat oven to 325 F.
1. Pound chicken breasts to approximately 1/4" thickness cheese.
Roll up carefully, tucking in ends as you roll.
2. Combine egg, cooking oil and water in a small bowl. Roll chicken in flour, then in egg mixture and then in bread crumbs.
3. Place in pan and bake 325 F. for 2-25 minutes.
4. While chicken is baking, prepare sauce by combining ingredients. Cook on medium heat until bubbly; turn down heat to simmer.
5. Add cornstarch to water slowly until slightly thick.
6. Add sherry and butter. Serve hot over cooked chicken.
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