Pre-heat oven to 400°F.
Use a sharp knife to cut a slit horizontally along one side of the chicken breast, being sure not to cut all the way through the chicken; the goal is to make a "pocket".
Fill each pocket with 2 slices of mozzarella cheese, ¼ of the sun dried tomatoes, and ¼ of the shredded parmesan cheese.
Pinch together the open side of the chicken breasts and secure with toothpicks.
Drizzle chicken with oil, then sprinkle with salt and pepper, to taste, and Italian seasoning, rubbing in with your fingers.
Transfer chicken to a large oven-safe skillet and brown chicken, over medium-high heat, for 3 - 4 minutes on each side.
Place chicken on a plate while you prepare the Marsala sauce.