Preheat oven to 375 degrees F. Spray baking dish with non-stick cooking spray. Set aside.
Place chicken breast halves between 2 pieces of plastic wrap. Using the flat side of a meat mallet, pound the chicken to an even thickness of about 1/4 inch (be careful not to tear).
Lay the chicken breasts smooth side down on work surface and season with salt and pepper. Spread each with 1/2 teaspoon of Dijon mustard. Spread 1/4 cup of mozzarella cheese over the chicken breast and place 3 spears of asparagus in the middle. Repeat with the other chicken breast. Roll the chicken breast around the filling.
Wrap each breast with a slice of prosciutto and secure with toothpicks, if needed. Place the stuffed breasts into prepared baking dish, seam sides down. Top each breast with two thin slices of lemon. Lightly brush the olive oil over the asparagus spears to help retain the moisture during cooking.
Bake for 30-35 minutes, or until the chicken is no longer pink inside. Remove from the oven and let the chicken sit for a few minutes. Enjoy!