Heat broiler to high with rack 4 inches from heat. Line a baking sheet with foil; set aside.

Slice chicken breasts horizontally into 2 thin pieces. If necessary, layer between sheets of plastic wrap and pound to 1/4 inch thick. Lay breasts, smooth side down, on work surface; season with salt and pepper. Spread each with 1/2 tsp of Dijon. Layer with prosciutto, goat cheese and asparagus. Roll up, starting at the wide end of each breast; place on the baking sheet, seam side down.

Coat lightly with cooking spray and sprinkle with pepper. Broil until chicken is cooked through and tops are golden, 8 to 10 min, rotating baking sheet halfway through.