Preheat oven to 375°F.
Heat olive oil in a skillet, over medium heat. Add garlic, mushrooms and red pepper, basil and sauté for about 3-5 minutes, until mushrooms are cooked.
Add spinach and cook for about 2 minutes or until spinach has soften. Season with salt and pepper. Remove from heat and set aside.
Place each chicken breast between plastic wrap and pound to ½ inch thickness using a meat mallet or small heavy pot. Season with salt.
Spread the goat cheese (crumb feta cheese), sprinkle with Parmesan cheese, divide the spinach mixture evenly. Carefully, roll the breast and tuck in the sides and secure with wooden toothpicks. If some of the filling starts to fall out, carefully tuck it in and use another toothpick to secure the edges.
Start coating each chicken breast with flour then evenly coat with beaten egg and milk mixture and then bread crumbs. Firmly pat the bread crumbs.
Coat baking dish with olive oil, and lay one side of chicken breast in the oil to coat and turn coated side up and do the same for the other chicken breasts. If needed, add more olive oil to the baking dish before putting in the oven.
Bake for about 40 minutes, until chicken is cooked and breading is golden in colour.