For filling: Combine all ingredients in a mixing bowl and stir till thoroughly combined.
Break off a piece of your bread dough and roll it out into a circle (mine were about 5" across).
Place a large scoop of filling in the center and wrap the dough up around it. Pinch the edges together to seal and place seam side down on a silpat lined or greased cookie sheet.
Repeat for remaining dough and filling.
Bake at 375° for about 20 minutes.
To make the sauce: Melt the butter in a saucepan and whisk in the flour. Whisk in the milk, bouillon, salt, and Worcestershire. Cook and stir over medium heat till thick and bubbly.
Boil for at least 1 minute to remove flour taste. Add cheese and sour cream and stir till melted. Serve with the chicken bundles.
Notes
My boys prefer to eat these without the sauce, so I usually don't make it. They make great leftovers and can be eaten like a sandwich if you like.