Preheat broiler. Line a baking sheet with foil.
Carefully butterfly each chicken breast so you have 4 pieces.
In a shallow bowl or pie pan, whisk together egg and milk. In another shallow bowl whisk together breadcrumbs and parmesan cheese.
Dip chicken in egg mixture and turn to coat. Allow excess to drop off into bowl. Place in bowl with breadscrumbs and use your hands to coat chicken.
Preheat a large skillet over medium heat and enough oil to lightly coat the bottom. Cook chicken for 2 to 3 minutes per side until golden and cooked through. Remove to a cutting board and allow to cool for 3-5 minutes before slicing into strips.
Assemble your sandwiches by placing in the roll: half of the chicken, a layer of pizza sauce, and dot it with mozzarella balls. Repeat with a second layer.
Broil for about 2 minutes until the cheese melts and your bread hasn’t burned.
Cut in half and enjoy.