Wash and dry chicken breast, slit one side open to form a pocket for the ham and cheese. Place one slice of ham and one of the cheese into the pocket. Secure with wooden toothpicks.
Mix salt, pepper, flour and allspice. Coat chicken with the mixture. Dip breasts into the beaten egg, and then into the cracker crumbs. Melt shortening in a large skillet (cast iron best) and brown the breasts. Reduce heat and add water, cover and cook until done, about 45 minutes. Remove the cover during the last 2 or 3 minutes to crisp the meat.