In medium skillet, melt margarine. Saute mushrooms over medium heat, stirring occasionally, until most of liquid is absorbed and mushrooms are browned (about 10 minutes). Remove from heat; stir in next 6 ingredients. Flatten chicken breasts between wax paper with flat side of mallet until even and thin enough to roll. Place about 2 tablespoons stuffing in center of each breast. Roll up, place seam side down. Cut each sheet of pastry into fourths. Roll each piece long enough to go around chicken and wide enough to go over ends. Place chicken breast seam side down on pastry. Fold pastry around chicken; pinch edges together to seal. Arrange seam side down on greased 10x15 inch jelly roll pan. Refrigerate, covered, 2-24 hours. Combine egg with water; brush evenly over pastry. Bake, uncovered, in a preheated 400 F oven until golden brown and chicken reaches 170 F on instant read thermometer (25-30 minutes). Prepare mushroom sauce mix according to package directions. Serve chicken with sauce.