Preheat oven to 400°. Sprinkle chicken with salt and pepper. In a large skillet, brown chicken in butter for 1-2 minutes on each side. Remove to paper towels to drain.

On a lightly floured surface, roll 1 pastry sheet into a 12-in. square. Cut into four 6-in. squares. Place a chicken breast in the center of each square; top with cheese and ham.

Whisk egg and water; lightly brush over pastry edges. Bring 2 sides of pastry over chicken, overlapping 1 over the other; press seams to seal. Pinch together ends and fold under.

Transfer to a greased 15x10x1-in. baking pan; brush tops with egg mixture. Bake for 30-35 minutes or until a thermometer reads 165°.