Cut each chicken breast in half the short way and pound each piece to flatten slightly; sprinkle with salt and pepper. Place one tablespoon cranberry sauce and one tablespoon unmelted butter on each of 4 pieces of chicken breast and place another breast piece on top.
Unroll dough and cut dough in half lengthwise. Working with 8 strips of dough at a time, stack 2 strips together for a total of 4 stacks. (Keep remaining phyllo covered with a damp towel to prevent drying out.) Brush each stack with melted butter. To make package, layer 2 sets of stacks to make an "x," in center of dough stack and pull ends up together in the center, pinching ends closed at the top like a beggar's purse.
Place on a greased baking sheet. Repeat procedure with remaining ingredients. Bake at 375° for 30 minutes. Shield tops with aluminum foil during last 10 minutes of baking, if necessary.