Season the chicken breasts generously with salt and pepper. Heat olive oil in a skillet over medium-high heat. Add the chicken and sear for about 5-6 minutes until golden brown on both sides. Remove from skillet and let cool.

Melt butter in the same skillet over medium heat. Add mushrooms, shallots, and minced garlic. Sauté for 8-10 minutes until mixture is dry and fragrant. Let cool completely.

On plastic wrap, layer prosciutto slices. Spread mushroom duxelles over prosciutto, then place seared chicken on top. Roll tightly, then chill in the refrigerator for 15-20 minutes.

Preheat oven to 400°F (200°C). Roll out puff pastry large enough to envelop the chicken roll. Unwrap chicken and place in center of pastry. Fold pastry over chicken and seal edges. Chill for additional 10 minutes.

Whisk egg yolk with a tablespoon of water. Brush mixture over pastry for a golden finish. Cut slits on top of pastry for steam to escape.

Transfer Chicken Wellington to a baking sheet. Bake for 25-30 minutes until pastry is golden brown and flaky. Let rest for 5 minutes before slicing.