Preheat oven to 375° F. Place each chicken breast between two sheets of wax paper and pound to 1/2 inch thickness, being careful not to tear the paper.
In a medium bowl, combine the blue cheese, cream cheese, walnuts, bread crumbs, parsley and pepper; blend thoroughly. Place 1/3 cup mixture on one side of the chicken breast. Roll breast to enclose the filling; secure the breast with toothpicks. Repeat process with all of the chicken breasts.
Lightly flour the chicken breasts. Sauté the breasts in butter until golden brown. To finish the breasts, bake for 20 minutes. Remove breasts and let rest 5 to 8 minutes. Remove toothpicks, slice and serve.