Flatten the chicken breasts nicely. Set aside.

Melt butter in a pan and add the shallots. Sauté until they are translucent, then add the mushrooms. Add the sherry and sauté all together until the mushrooms are soft. Set aside.

Cut each chicken breast in half lengthwise. Remove the puff pastry from its package, and cut each sheet in half lengthwise.

Lay a chicken breast half on each pastry, then top with a half slice of ham, and a half slice of cheese. Put a few teaspoons of mushroom mixture on top of the cheese.

Starting from the top, roll the pastry over the chicken mixture towards you. Tuck the ends under, then seal and crimp the sides and edges. Make a small slit on the top to allow steam to escape.

Repeat for remaining pieces.

Place on a baking sheet with sides, or a large pan. You could brush the pastries with egg wash at this time if you want.

Put in a preheated 400-degree oven for about 30 minutes or until the internal temperature reads 200 degrees.