Preheat oven to 400 F.
Spray a 9" x 13" baking dish with non-stick spray.
Heat oil in large skillet.
Divide half of the cheese between the chicken breasts, placing in the middle as you would prepare a burrito.
Divide mushrooms, peppers and onions between the breasts in the same fashion.
Top with the remaining cheese.
Roll chicken up and secure with toothpicks. Try to push the toothpicks in far enough that they barely stick out.
Season outsides of rolled up chicken with the Cajun seasoning.
Working in batches, brown the chicken on all sides in the skillet. Remove to the baking dish, seam side up.
Top each breast with a tablespoon of the butter then transfer baking dish to the oven and bake for 20-30 minutes or until the chicken is done.
Remove toothpicks, slice and serve.