Cut each chicken breast in half. Mix together hazelnut pieces, bread crumbs and thyme. Set aside. Prepare egg wash. Beat egg lightly with water, and add salt and pepper.
Dredge chicken breasts in flour, dip into egg wash and coat with hazelnut crumb mixture. Shake off excess. Chill until ready to use.
Melt butter in heavy pan. Over moderate heat, cook chicken breasts until golden brown on both sides, approximately 10 to 15 minutes. Add reserved orange juice, thyme, hazelnut liqueur, and heavy cream. Simmer gently, basting often, until chicken is barely cooked through and sauce has thickened slightly. Add orange sections and season to taste with salt and pepper.
Remove chicken breasts from pan and pour sauce over them.