Mix together the cream cheese, mayo, garlic, pepper, broccoli, and mozzarella.
Spread the cheese mixture onto the chicken thighs.
Roll the chicken up and spray with a little oil and then roll into the bread crumbs. You could also use eggs if you don't want to use oil, but since it's a spray you're not using much.
If needed you can secure the chicken thighs close with a toothpick to prevent the mixture from oozing out while baking.
Place the chicken onto a parchment lined baking sheet.
Spray with a little more oil and bake for 30 minutes or until the internal temperature reaches 165 degrees F.