Preheat the oven to 450 degrees F. Line a large baking sheet with foil or parchment paper and spray with oil. Set aside.
Halve each chicken breast horizontally to create 2 cutlets. Cover with a piece of wax paper and lightly pound to a 1/4-inch thickness. Season with salt and black pepper.
Lay the chicken cutlets on a work surface and top each piece, in the center, with 1 tablespoon mozzarella cheese, 3 slices pepperoni, and 3 slices mushroom. Loosely roll each one up and set them seam side down.
In a small bowl, combine the bread crumbs and Parmesan cheese. In a second small bowl, combine the olive oil, lemon juice, and pepper to taste. Dip a chicken roll-up into the oil mixture, then in the bread crumb mixture. Place it seam side down on the prepared baking sheet. Repeat with the remaining chicken. Lightly spray the roll-ups with oil.
Bake until the chicken is nearly done, about 20 minutes. Remove the baking sheet from the oven. Top each roll-up evenly with marinara sauce, mozzarella cheese, onion, and bell pepper. Bake until the cheese is melted and the sauce is hot, about 4-5 more minutes. Serve immediately.
