Thaw the pastry sheets at room temperature for 40 minutes or until they're easy to handle. Heat the oven to 400°F Line a baking sheet with parchment paper or spray with vegetable cooking spray. Beat the egg and water in a small bowl with a fork.
Unfold 1 pastry sheet on a lightly floured surface. Roll the sheet into a 14-inch square. Cut the pastry sheet into 4 squares. Repeat with the remaining pastry sheet.
Stir the cream cheese, 1/4 cup preserves, 1 tablespoon soy sauce, 1 teaspoon ginger and egg yolk in a medium bowl.
Spread about 1 tablespoon cream cheese mixture on the bottom third of each pastry square. Top each with about 4 red pepper strips, < strong>2 asparagus spears and 1 chicken breast placed lengthwise. Brush the edges of the pastry with water. Fold 2 opposite sides of the pastry over the chicken breast. Starting at the short side with the chicken breast, roll up like a jelly roll. Press the edges to seal. Place the rolls onto the baking sheet. Brush with the egg mixture.
Bake for 20 minutes or until the chicken is cooked through and the pastry is golden. Cool on a wire rack for 5 minutes.
Heat the stock, remaining preserves, soy sauce and ginger in a 1-quart saucepan over medium heat. Cook and stir for 5 minutes or until the mixture is hot and bubbling. Serve with the chicken.
Make Ahead Tip: Prepare the rolls through step 3. Cover the baking sheet and refrigerate until ready to bake.