Preheat oven to 450 degrees F. Wash leeks carefully and then roughly chop them. Roughly chop mushrooms. Melt butter in a large heavy skillet over medium high heat. Add mushrooms and leeks and saute 10 minutes. Add apple juice and thyme, continue cooking till liquid is evaporated, then stir in cream. Add salt and pepper to taste. Let cool. Cut breasts in half and pound flat and even with a rolling pin. Spread mushroom and leek filling evenly on one side of each breast and roll into a cylinder. Roll all 6 pieces and place in refrigerator for 10 minutes. Then open filo dough (don’t leave it open too long, because it dries very quickly), take 1 layer, and place it on a clean counter top. Brush with melted butter, and then place another sheet of dough right on top of the first. Brush this with melted butter also, and repeat till you have 3 sheets stacked one on top of the other. Place chicken on short end and roll up half way. Fold sides toward center and complete rolling. Brush with beaten egg. Wrap other chicken breasts the same way. Place completed “emballes” on cookie sheet and bake till golden brown (about 15 minutes). Serve with a chicken gravy, hollandaise, or any other compatible sauce.