Saute the chicken breasts in oil over medium heat until the surface is opaque, but the meat is still soft and pliable. Salt and pepper to taste; cool slightly.

Unroll the two thawed sheets of puff pastry. On floured surface, with lightly floured rolling pin, roll each 9" x 9" sheet to 11" by 11" and cut in half to give you 4 individual pastry rectangles 11 x 5 1/2".

Combine the cheeses and place a quarter of the mixture in the center of each pastry rectangle. Trim breast on top of the cheeses and top with the trimmed scraps of chicken. Spread a quarter of the Duxelles over the surface of each chicken. Brush water around the edges of the pastry, then fold up the long edges toward the center sealing the edges securely, folding once if possible. Roll up the remaining edges to enclose the chicken.

Arrange the cases seam side down on a baking sheet and brush them with the lightly beaten egg. Bake in 350F. for 40 minutes. Serve immediately.