Trim chicken breasts and pound thin (chicken should almost double in size)
Cook spinach in a little water until completely wilted. Squeeze out all the water from the cooked spinach.
Mix mayonnaise, egg, sugar, and old bay together and blend well, this is your imperial sauce.
Mix together crabmeat, spinach and roasted peppers (if your using them)
Add the imperial sauce and mix together. (do not add all the imperial sauce in at one time in case its too much sauce for your mixture, the mix should be loose but not too loose.) Chill this mixture for at least 30 minutes, it will be easier to work with.
Place chicken breasts on a tray and divide mixture between the four breasts.
Wrap breast around the crab meat mixture, tucking in all the sides until a nicely shaped ball is formed.
Place stuffed chicken seam side down in a casserole dish, adding a little chicken stock, or water in the bottom to keep the chicken moist, cover with foil and bake in a 350-degree oven for 20 minutes.
While the chicken is cooling prepare your puff pastry dough, by rolling it out so that's it's a little thinner and larger (you want to have 4 eight inch squares)
Place cooled chicken breast in the center of the puff dough and wrap the dough around the breast sealing the dough under the chicken breast *
At this point, you can refrigerate your chicken and bake it later in the day
Before baking, brush dough with a lightly beaten egg, place in 350-degree oven and bake for 20 minutes or until the pastry dough has a nice golden brown color.
While the chicken is baking make your sauce.
Melt butter in small pan, then add in the flour, allow the roux to cook for 5 minutes on low, do not let it darken or burn.
Add in warm chicken stock and mix well
Add in heavy cream and continue to mix if the sauce seems to thick add in more chicken stock or a little water.
Add in horseradish, lemon juice and black pepper, taste and adjust according to your tastes, using more horseradish if you like.
Serve chicken with lemon horseradish sauce and sides of your choice.
*Do not overlap the pastry dough on the bottom, trim it so there is an even layer of dough, or it will not cook entirely and you will have raw dough on the bottom when you serve the chicken.