Finely chop mushrooms, garlic, and half of a medium red onion.
Then to a large cold pan, add 2 tbsp of olive oil. Over medium heat, saute the onion and garlic until the onion is translucent, not brown. Add the mushrooms and season duxelles with a pinch of salt, then add the leaves from two thyme sprigs.
After two minutes you will begin to see the mushrooms losing their water. Continue stirring for 10-12 minutes or until all the water has been cooked out. Flatten the duxelles onto a baking tray and cool in the fridge for 10-15 minutes.
Layout the chicken thighs and cut off any loose fat from the edges. Place grated cheese onto the middle of each piece of chicken. Then roll the chicken thighs, resting them on the seam.
Next, layout the prosciutto and, using the back of a spoon, spread a thin layer of duxelles over the top, going from edge to edge. Place the chicken on the bottom of the prosciutto and begin rolling.
Leave the chicken on its seam and place your puff pastry. Make Brush the puff pastry with egg wash to help the pastry stick at the seams.
Place the chicken onto the base of the pastry and carefully roll until the ends meet, then cut off the excess. Tuck in the sides, pinch them off and cut off any excess pastry. Continue with the remaining chicken until you have six neat little packages.
Place the chicken onto a baking tray lined with baking paper and place it in the fridge for 30 minutes to firm up. If making ahead, roll each mignon tightly in plastic wrap to keep them fresh overnight.
Preheat your oven to 180°C (355°F) Fan-forced. Brush egg wash onto each mignon, ensuring they are all fully coated. Optionally, If you want to impress your guests, use the back of a knife to gently carve decorations into the pastry. Don't cut too deep!
Place the baking tray into the oven and bake for 40-50 minutes or until the pastry has puffed and golden brown. Use an instant-read meat thermometer to ensure the chicken has reached 74°C (165°F).
Allow the chicken to rest for 10 minutes and allow the juices to run back into the chicken. Then Serve.