Heat oil in saucepan or Dutch oven over medium-high heat.
Add shallots and cook until translucent.
Add garlic and stir until fragrant.
Add tomato paste, Italian seasoning, crushed tomatoes, bay leaf and a pinch of red pepper flakes to pot.
Add a half cup of red wine to deglaze bottom of pot.
Bring to a boil then lower heat, cover and simmer.
Pat chicken dry and cover in plastic wrap.
Pound chicken with mallet or a rolling pin until 1/2 inch thick.
Remove plastic wrap, season both sides of chicken with salt and pepper.
Coat both sides of chicken with egg wash, then flour, back to the egg wash followed by the Panko breadcrumbs.
Cover bottom of skillet with olive oil. Once the oil is hot add chicken to pan.
Cook each side of chicken until golden brown. Once fully cooked remove and place on a paper towel lined plate.
Top each cooked piece of chicken with a think layer of sauce, Pecorino Romano and fresh mozzarella cheese.
Broil on low until cheese melts.