Heat the oven to 220°C (425°F, gas mark 7). Roughly chop the prawns and put them into a mixing bowl. Stir in the chives, crabmeat and crème fraîche. Season well with pepper.
Brush one sheet of filo lightly with a little of the oil. Lay a second sheet on top and brush it lightly with oil, then cut them in half lengthways to make two long strips, two layers thick.
Divide the crab mixture into eight equal portions. Place one portion at the bottom right-hand end of one of the double-layered strips of filo pastry, then fold the top right-hand corner over the filling to make a triangle. Continue folding the parcel over at right angles, all the way along the length of the strip, enclosing the filling with many layers of pastry.
Make seven more parcels the same way, using two strips of pastry and one portion of filling for each parcel. Place the parcels on a baking tray, brush them with the remaining oil and bake in the centre of the oven for 20-25 minutes until the pastry is crisp and golden brown.
Meanwhile, prepare the sauce. Put all the ingredients except the arrowroot into a saucepan with 150 ml (5 fl oz) of water and stir over a medium heat until the mixture comes to the boil, then reduce the heat to low and simmer it for 5 minutes.
Blend the arrowroot with 2 teaspoons of cold water, stir it into the sauce and return the sauce to the boil, stirring continuously, until it thickens and becomes clear. Reduce the heat to low, cover and keep it warm.
To serve, arrange two parcels on each plate and garnish with the watercress leaves and the chives. Pour the sauce into four small bowls and serve one alongside each plate.