Pound each chicken schnitzel until very thin. Season both sides with salt and pepper. Brush mustard on one side.
Peel the onion and cut into thin rings. Cut the pickled cucumber lengthwise into thin slices. On the mustard side of each schnitzel, place one slice of bacon, then cucumber slices, then onion rings. Roll up tightly.
Heat the clarified butter in a large pan over medium-high heat. Fry the rolls on all sides for 2 minutes until golden brown. Pour in the white wine and reduce heat to medium. Simmer for 15 minutes until chicken reaches 74°C / 165°F internally. Stir in the heavy cream to finish the sauce.