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To make the filling, melt the butter in a frying pan over a medium heat until sizzling, then fry the mushrooms for 8 mins until soft and lightly browned. Add the garlic, thyme and lemon juice, turn the heat up to medium-high and cook for 1 min more until the liquid from the mushrooms has evaporated. Season, remove from the heat and leave to cool completely. Tip the mixture into a bowl with the soft cheese and mustard, then beat everything together with a wooden spoon. Put in the fridge while you prepare the chicken. Will keep covered in the fridge for up to a day.
Lay the chicken breasts out on a board, open out slightly, then bash gently with a meat mallet or rolling pin until they are an even thickness. Season and set aside. Unravel the pastry sheet and cut out a 16cm rectangle and an 18cm one. Lay the smaller rectangle on a sheet of baking parchment and brush with a little of the beaten egg. Lay one of the chicken breasts on top, smooth-side down. Spoon over the mushroom mixture and top with the second breast, smooth-side up, so the thicker sides of the breasts are at opposite ends to each other. Brush the exposed pastry border and the top of the chicken with more of the beaten egg, then drape over the larger pastry rectangle and tuck it in so the chicken is snugly enclosed. Trim the excess pastry into an oval, leaving a 4cm border, then crimp the border with a fork to seal. Re-roll any trimmings and use them to decorate the wellington, if you like (see tip, below). Chill for at least 1 hr or up to 24 hrs.
Heat the oven to 210C/190C fan/gas 6½ with a baking tray inside. Brush the wellington all over with most of the remaining beaten egg. Carefully lift it on its baking parchment onto the hot baking tray and bake for 25 mins, then brush with the remaining beaten egg and season with sea salt. Bake for another 10-15 mins until light golden brown. Rest for 5 mins before carefully carving in half.