Remove skin from chicken breasts. Cut meat into bite-size pieces.
In a large skillet over medium heat, melt 1/4 cup butter. Add chicken, sprinkle with salt and pepper. Saute until no longer pink (do not overcook). Transfer to a bowl keep warm.
Add mustard to skillet and whisk in cream, blending well. Reduce heat to medium-low and simmer until thickened and reduced by one-fourth. Stir in juices from cooked chicken. If sauce is thin, stir 2 tablespoons water and cornstarch until smooth stir into sauce. Bring to a boil and boil for 1 minute. Add chicken pieces and stir until chicken is coated set aside.
Preheat oven to 400°. Cover pastry leaves with a damp towel to prevent drying out. Place a 16-inch sheet of waxed paper on a second damp towel. Lay 1 leaf of phyllo on the waxed paper brush generously with butter. Sprinkle with about 1 tablespoon of the bread crumbs. Repeat until all leaves are stacked, brushing butter on only the edges of the last leaf.
With a slotted spoon, remove chicken from sauce, draining slightly. Cover remaining sauce and keep warm. Spread chicken along one long side of pastry, leaving a 2-inch border on each end. Carefully fold edges over filling, fold up bottom edge. Using the towel and waxed paper, roll as for a jelly roll starting from long side covered with chicken. Place, seam-side down, on an ungreased baking sheet. With a sharp knife, score top of roll to mark six slices.
In a small bowl, beat egg with 1 teaspoon water. Carefully brush on top and sides of roll without dripping on baking sheet. Brush with any remaining butter.
Bake for 12 to 15 minutes or until crisp and golden brown. Loosen from baking sheet and slice with a sharp knife. Serve strudel with sauce.
If making ahead, reheat strudel in a 300° oven for 15 to 20 minutes. Reheat sauce over low heat.
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