Heat the oil in a pan. Add the onion and cook for 8-10 mins until soft. Tip into a bowl and leave to cool.
Cover a chopping board with cling film and place a chicken breast on top. Cover the chicken with more cling film. Use a rolling pin to gently bash the thicker part of the chicken until the whole chicken breast is an even thickness of about ½cm. Repeat with the remaining breasts.
Mix the sausagemeat, herbs and breadcrumbs into the cooled onions. On your worktop, make a double layer of cling film, about 30 x 40cm in size. Lay the prosciutto on top, covering as much of the cling film's surface area as possible. Top with the chicken breasts, placing them to fit together (cut into smaller pieces if you need to) and arranging them to completely cover the prosciutto. Season the chicken.
Cover the chicken with the sausagemeat mixture, spreading it right to the edges. Stir the cranberry sauce to loosen it, then spread over the sausagemeat. Roll the chicken up tightly from one of the longer sides (using the cling film to help you but keeping the cling film on the outside), encasing the fillings in a spiral inside. The prosciutto should be the outermost layer. Wrap the roulade in a large sheet of cling film and twist at the ends to seal, then freeze for 30 mins.
On a floured surface, roll out one block of pastry to the thickness of a £1 coin. Place on a baking tray lined with parchment. Unwrap the chicken roulade and place on top of the pastry. Trim the pastry to a rectangle, leaving 2-3cm all the way around the base of the roulade. Save the off-cuts for decorating the top.
Roll out the second piece of pastry to the same thickness as the first. Whisk together the egg and extra yolk and brush a little around the edge of the pastry base. Drape the second piece of pastry over the roulade, moulding it tightly around the meat and pushing out any air pockets. Trim off any excess pastry, leaving a border of about 2cm.
Crimp the border with your thumb and forefingers, or use a fork to press around the edge to seal (flour the fork if the pastry begins to stick). Brush the Wellington all over with the egg wash. Use the reserved pastry off-cuts to decorate the Wellington as you like, or score through the top layer with a sharp knife. Cover and chill for at least 1 hr, or for up to 48 hrs. Can be frozen at this stage for up to two months (defrost in the fridge before cooking). When you’re ready to cook, heat oven to 200C/180C fan/gas 6.
If you have any egg wash left over, brush the Wellington with a little more just before baking. Cook for 1 hr 15 mins until the pastry is golden and crisp. If you've previously frozen the Wellington, make sure it's cooked through by poking a sharp knife into the centre and checking the tip comes out very hot. Serve with mash or roast potatoes, veg and gravy, if you like. Chicken is much juicier than beef, so have some kitchen paper to hand ready for when you cut into the Wellington.