Start by seasoning the chicken breasts generously with salt and pepper. Heat a tablespoon of olive oil in a skillet over medium-high heat, then sear each side of the chicken for about 4-5 minutes until golden brown. Remove from the skillet and let the chicken cool completely.

In the same skillet, melt 2 tablespoons of butter over medium heat. Add finely chopped mushrooms, shallots, and minced garlic, cooking until the mixture thickens to a paste-like consistency, about 10-12 minutes. Remove from heat and let it cool.

Lay out slices of prosciutto on plastic wrap, overlapping them. Spread the cooled duxelles evenly over the prosciutto, then place the cooled chicken in the center. Roll tightly in plastic wrap and chill for 15-20 minutes.

Roll out the puff pastry to about 1/8-inch thickness. Place the chicken roll in the center of the pastry. Wrap the pastry around the chicken and seal edges. Chill for an additional 10 minutes.

Preheat your oven to 400°F (200°C). Transfer the wrapped Chicken Wellington to a baking sheet with parchment paper. Mix egg yolk with water and brush the mixture over the pastry. Bake for 25-30 minutes until golden brown.