Christmasy Chicken, Cheese and Prosciutto Parcels They looked so pretty - just like a Christmas Present and stunning with the tomatoes providing a flavoursome sauce. They add the thyme sprigs after so they look nice and green. I'd change a few things - I wouldn't panfry then wrap – too hot to handle?! I'd just assemble and wrap them the night before, and on the day I'd cook them in the oven. PLUS I'd use nitrate/ nitrite free ham.