Monte Cristo sandwich help please!!!?

I want to make monte cristo sandwiches, but with a bit of a twist. when I get them dipped in the egg/milk mixture, I also want to dip them in panko breadcrumbs and possibly bake them in the oven instead of frying them so that they would hopefully be a bit crispier, but still keep the softness inside. If anyone has done this, or anything like this could you please tell me how it worked out for you, or give me some alternative ideas if this isn't going to work out? Thanks so much in advance, everyone.