Place on a baking sheet covered with parchment paper. Spritz each piece with a little cooking spray. Bake for 25-35 minutes or until cooked through. Chicken is cooked through when it reaches an internal temperature of 165 degrees. Cover loosely with an aluminum foil tent.
Meanwhile, melt butter over medium heat. Whisk in flour and cook for 2-3 minutes: whisking constantly. Slowly whisk in milk and cook until slightly thickened, about 2 minutes. Turn the heat to low and whisk in Dijon mustard and Parmesan cheese. Cook until cheese is melted; whisking constantly.
Carefully remove toothpicks, slice chicken into rounds, drizzle with cheese sauce and sprinkle with parsley.
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