Heat olive oil and butter in a large skillet over medium heat. Add minced shallots and cook until translucent, about 3-4 minutes. Add minced garlic and cook for another minute.

Add chopped cremini mushrooms to the skillet and increase heat to medium-high. Cook, stirring frequently, until mushrooms release moisture and begin to brown, about 10-15 minutes.

Pour in the dry sherry or white wine, scrape the bottom of the skillet, and cook until the liquid almost evaporates, about 2-3 minutes.

Stir in chopped fresh thyme. Season with salt and black pepper to taste.

Remove from heat and let the mushroom duxelles cool completely.

Preheat oven to 400°F (200°C) and line a baking sheet with parchment paper.

Heat remaining butter in the skillet over medium-high heat. Season chicken breasts with salt and pepper and sear for 2-3 minutes per side, until golden brown.

Remove chicken from skillet and let cool slightly.

Roll out puff pastry on a floured surface to approximately 10x10 inches.

Spread cooled mushroom duxelles evenly among the puff pastry squares.

Spread Dijon mustard over each seared chicken breast.

Wrap prosciutto around each mustard-coated chicken breast.

Place chicken on top of duxelles-covered pastry.

Wrap puff pastry around each chicken, sealing well.

Trim excess pastry and decorate with scraps if desired.

Brush with egg wash and score the tops.

Transfer assembled Wellingtons to the baking sheet and bake for 20-25 minutes, until golden brown and cooked through.

Let rest for 5-10 minutes before serving.

In a saucepan, combine heavy cream, Dijon mustard, and chicken broth.

Simmer over medium heat for 5-7 minutes until slightly thickened.

Stir in lemon juice and parsley, season with salt and white pepper.

Serve sauce over the Chicken Wellingtons.