Preheat oven to 180 C / Gas 4. Place the onion quarter and garlic clove in a small tin; place in the oven to roast as oven comes to temperature. Remove once golden.
Meanwhile, heat 2 teaspoons vegetable oil in a frying pan over medium heat. Stir in finely chopped garlic and cook for about a minute until golden brown and fragrant. Pour in mushrooms and cook for a minute or two until the garlic flavour has infused the mushrooms and they are no longer soggy. Stir in the coriander, then remove from heat.
Prepare the rolls by laying each chicken breast onto your work surface. Spoon some of the mushroom filling onto the centre of the chicken breast, then cover with the ham. Roll into a firm cylinder and secure with cocktail sticks.
Heat 2 teaspoons of vegetable oil in a frying pan over medium-high heat. Add the chicken rolls; sear until golden brown on all sides, about 5 minutes. Place into the preheated oven and cook until they reach an internal temperature of 70 degrees C, 15 to 20 minutes.
While the chicken is baking, bring the water to the boil and blanch the red chillies until softened, about 30 seconds. Place into a liquidiser, along with the tomatoes, roasted onion and roasted garlic; puree until smooth, using water as needed to make a smooth sauce.
Heat 2 teaspoons of vegetable oil in a frying pan over medium heat. Pour in the pureed sauce and bring to the boil. Pour in the orange juice, season with oregano and salt to taste. Return to a boil, then reduce heat to medium and simmer for 5 minutes.
To serve, remove the cocktail sticks from the chicken rolls and slice each into 3 or 4 slices. Arrange onto dinner plates and bathe with sauce.