Peel the shallot and garlic. Place them in a food processor with the parsley and pulse until finely chopped.
Add the lemon juice, butter, salt, and black pepper to the processor. Blend until combined, adjusting for texture as needed.
Divide the mixture into four pats and set aside.
Line a baking tray with cooking paper and preheat the oven to 200ºC (390ºF).
Trim each chicken breast to create square shapes, saving trimmings for another dish.
Lay a sheet of puff pastry on a board.
Place a square of chicken in the center and top with a pat of butter mixture.
Gather the pastry around the chicken and seal tightly.
Repeat with remaining parcels and place on the baking tray.
Whisk the egg and brush over parcels for a golden finish.
Bake for 25 to 30 minutes until golden brown.