Begin by seasoning your chicken breast with salt and pepper. In a large skillet, heat olive oil over medium-high heat. Once the oil shimmers, add the chicken and sear for about 5-6 minutes until both sides are golden brown. Remove the chicken from the skillet and allow it to cool completely on a plate.

In the same skillet, add butter and let it melt. Then, introduce finely chopped mushrooms, shallots, and garlic, sautéing them over medium heat for about 8-10 minutes, stirring occasionally until thick and paste-like.

On a layer of plastic wrap, arrange overlapping slices of prosciutto. Spread the cooled duxelles evenly over the prosciutto. Place the seared chicken in the center, roll tightly, wrap securely, and chill in the refrigerator for 15-20 minutes.

Preheat your oven to 400°F (200°C). Roll out the chilled puff pastry into a large rectangle. Unwrap the chicken roll and place it in the center of the pastry, sealing the edges well. Chill for 10 minutes.

Mix the egg yolk with a splash of water in a small bowl to create an egg wash. Brush the egg mixture generously over the top of the pastry and cut small slits for steam to escape.

Transfer the assembled Chicken Wellington onto a baking sheet lined with parchment paper. Bake for 25-30 minutes until puffed and golden brown. Let it rest for 5 minutes before slicing.