Preheat oven to 210°C. Coat baking dish with non-stick cooking spray.
Place each chicken breast between 2 sheets plastic wrap; pound to 3-mm thickness. Season one side with salt, pepper and basil. Top each breast evenly with spinach, capsicum and cheese, leaving a 5-mm border around the edge. Roll up the chicken breasts to encase filling; secure with toothpicks.
Dip chicken in buttermilk; coat evenly with breadcrumbs. Place, seam-side down, on the baking dish.
Bake until chicken is cooked through and crumb coating is browned, about 35 minutes. Remove toothpicks; serve.