Thaw the frozen puff pastry.

Preheat oven to 400°F (200°C).

Peel and chop the onion.

Melt butter in a pan.

Fry the chopped onion in butter until transparent.

Set aside six fairly large pieces of cooked chicken.

Finely chop the remaining cooked chicken.

In a bowl, combine the chopped chicken with parsley and the fried onion.

Lightly beat the double cream.

Stir the beaten cream into the chicken mixture, and season with salt and pepper.

Roll out the thawed puff pastry on a lightly floured surface.

Cut out six 5-inch squares from the rolled pastry.

Cut the ham slices in half.

Place one ham half in the center of each pastry square.

Top each ham piece with one of the reserved pieces of chicken.

Cover the chicken pieces with the chopped chicken mixture.

Dampen the edges of each pastry square with cold water.

Fold the corners of each square to the center, covering the filling and pinching the edges together.

Leave a small hole in the top of each parcel for steam to escape.

Place the assembled parcels on a greased baking tray.

Beat the egg yolk with a pinch of salt.

Brush the egg yolk mixture over the top of each parcel.

Bake in the preheated oven for 25 minutes, or until well-risen and golden brown.

Serve the baked chicken parcels on lettuce leaves.