Preheat oven to 425°F.
Combine jalapeños, cheese and cream cheese in a small bowl.
Lightly beat egg in a shallow dish.
Place the cornmeal in a separate shallow dish.
Cut a horizontal slit along the thin, long edge of the chicken breasts, nearly through to the opposite side. Place half the filling in the center and press the edges firmly together.
Sprinkle both sides with salt and pepper.
Coat the chicken in the egg, then dredge in the cornmeal.
Heat oil in a large ovenproof skillet over medium-high heat; add the chicken and cook until lightly browned on one side, about 3 minutes.
Turn the chicken over and place the skillet in the oven.
Roast until an instant-read thermometer registers 165°F, 10 to 15 minutes.