Creating Chicken Wellington with Dijon Cream Sauce is a straightforward process when you follow these steps:

1. Preheat the Oven: Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
2. Prepare the Chicken: Season the chicken breasts with salt, pepper, and one tablespoon of Dijon mustard. Sear them in a hot skillet with olive oil for about 3-4 minutes on each side until golden brown. Remove from heat and allow to cool.
3. Cook the Mushrooms: In the same skillet, add finely chopped mushrooms along with fresh thyme and rosemary. Cook for about 5-7 minutes until the mushrooms have released their moisture and are browned. Allow to cool.
4. Roll out the Pastry: On a floured surface, roll out the puff pastry to a rectangle large enough to wrap around the chicken breasts.
5. Assemble the Wellington: Spread the cooled mushroom mixture evenly over the pastry, leaving a border around the edges. Place the chicken breasts on top and wrap the pastry around them, sealing the edges well. Brush the top with the beaten egg for a golden finish.
6. Bake: Place the wrapped chicken on the prepared baking sheet and bake in the preheated oven for 25-30 minutes or until the pastry is golden brown and cooked through.
7. Prepare the Sauce: While the chicken is baking, whisk together heavy cream, Dijon mustard, salt, and pepper in a small saucepan. Heat over medium until warmed through, stirring occasionally.