To make the marinade, combine together the red chilli powder, garam masala powder, chaat masala, salt and oil in a bowl and mix well. Slit the chicken breasts into halves without cutting through. Pound till the flesh flattens. Marinate the chicken with the marinade.
Combine the processed cheese, cottage cheese, cream and egg yolk in another bowl and rub till smooth.Place a marinated chicken on a worktop and spread half the cheese mixture on the chicken.
Place half the capsicum slices on the cheese mixture. Roll half the pistachios into a barrel shape and place it at the center of the chicken. Roll the chicken along with the capsicum and pistachios into a roulade.
Place a colocassia leaf on the worktop, put the roulade on top and roll along with the leaf so that it covers the entire roulade. Dampen five inch of jute, place the rolled chicken roulade on it and roll alongwith it. Place this on an aluminium foil, roll and seal tightly at the ends.
Apply half the clay on top of the aluminum foil, covering it entirely and from the sides as well. Similarly, make the second arrangement.
Place the chicken arrangements in a charcoal oven and bake for thirty minutes. Remove from heat and let it cool. Before serving, break the clay and remove the coverings. Cut the cooked chicken roulade into pieces and serve immediately.