Using a sharp knife, cut a slit in each chicken breast and move the knife around to create a pocket. You do not want to cut through the chicken, just to make a pocket.
Stuff 1/4 of the cheese and the pepperoni slices into the pocket of each chicken breast. I tore some of the slices to make them fit better. Secure with a toothpick.
Set up 3 bowls, one with flour, one with egg and one with breadcrumbs & oregano/pepper. Dip each chicken breast in the flour, then the egg and finally the breadcrumb mixture.
Heat the olive oil in a skillet over medium-high heat. Ensure the oil is hot before placing the chicken or the result will be greasy. Fry the chicken breast for about 2 minutes per side or until brown and crispy. Transfer chicken to a baking sheet and continue baking about 25 minutes or until cooked through.