In a large saucepan over medium heat, melt butter. Add the flour, mustard, salt and pepper; stir until smooth. Gradually add milk; bring to a boil. Cook and stir for 2 minutes or until thickened; remove from the heat.
Add the chicken, green pepper, parsley, onion, lemon juice, paprika and cayenne. Refrigerate for at least 2 hours.
Shape into six 4x1-in. logs. Place bread crumbs in a shallow dish. In another dish, beat egg and water. Roll logs in bread crumbs, then in egg mixture, then again in crumbs.
Heat oil in an electric skillet or deep-fat fryer to 350°. Drop logs a few at a time, into hot oil. Fry for 1-2 minutes on each side or until golden brown. Drain on paper towels. Serve immediately.