Using a sharp knife, cut the chicken, horizontally, until 6 very thin slices. Marinate the chicken with soy sauce in a bowl for 10 minutes.
Marinate the shrimp meat with salt and pepper.
Working with one slice of chicken at a time, spoon some of the shrimp meat in the center of the chicken. Put ¼ teaspoon of the XO sauce on top of the shrimp and roll the chicken up and over the shrimp completely encasing it. Skewer shut with a toothpick. Repeat with remaining chicken, shrimp, and XO sauce Kee XO Sauce in the middle and roll up.
Heat a large skillet with a lid over medium-high heat. Add oil, swirling to coat the sides. Add the chicken and cook covered, turning occasionally until chicken and shrimp are cooked through, about 6 minutes. Remove the chicken to a warm platter and cover with foil to keep warm.
Combine the cornstarch and water together. Add the oyster sauce to the pan along with the juices accumulated at the bottom and bring to a boil over high heat. Add the cornstarch solution and boil until thickened. Serve the chicken with the sauce on the side.