Season the chicken breasts with salt and pepper. In a skillet, heat olive oil and sear the chicken until golden brown, about 5–6 minutes per side. Transfer to a plate and let cool.

In the same skillet, add butter and sauté the mushrooms, shallots, and garlic until moisture evaporates, about 10–12 minutes. Allow to cool.

On plastic wrap, lay prosciutto slices and spread cooled duxelles over it. Place chicken in the center and roll into a log. Chill for 15–20 minutes.

Roll out puff pastry to ¼-inch thickness. Unwrap chicken log and place it in the center of the pastry. Wrap and seal edges. Chill for another 10 minutes.

Preheat oven to 400°F. Whisk egg yolk with water and brush on the pastry. Cut slits in the pastry for steam to escape.

Bake for 25–30 minutes or until golden brown and flaky. Rest for 5 minutes before slicing.