Preheat oven to 375 degrees F (190 degrees C). Lightly oil a baking pan.
Using a sharp knife, carefully cut a large pocket in each chicken breast. (Hint: Cutting close to the smooth side of the breast ensures no holes in the chicken.) Place 1 half-slice of provolone inside each chicken, followed by half of the apple slices, and a small amount of shallot or onion, to suit your tastes. Top with the remaining half slice of provolone. Pull the chicken back together, sprinkle with a small amount of milk, and coat with breadcrumbs. Place stuffed breasts on baking pan.
Bake in preheated oven for 30 to 35 minutes, or until no longer pink, and juices run clear.
While the chicken bakes, you may start your sauce. In a double boiler over lightly simmering water, combine the egg yolks and sugar. Beat until the yolk lightens and froth forms. Slowly add the wine, stirring constantly, until the sauce thickens. Remove from the heat and stir in the pecans and vanilla. The sauce looks nice served under the chicken with a small amount drizzled over it.
