Creating high-quality clinical Chains-of-Thought (CoTs) is crucial for explainable medical Artificial Intelligence (AI) while constrained by data scarcity. Although Large Language Models (LLMs) can synthesize medical data, their clinical reliability remains unverified. This study evaluates the reliability of LLM-generated CoTs and investigates prompting strategies to enhance their quality. In a blinded comparative study, senior clinicians in Assisted Reproductive Technology (ART) evaluated CoTs generated via three distinct strategies: Zero-shot, Random Few-shot (using shallow examples), and Selective Few-shot (using diverse, high-quality examples). These expert ratings were compared against evaluations from a state-of-the-art AI model (GPT-4o). The Selective Few-shot strategy significantly outperformed other strategies across all human evaluation metrics (p < .001). Critically, the Random Few-shot strategy offered no significant improvement over the Zero-shot baseline, demonstrating that low-quality examples are as ineffective as no examples. The success of the Selective strategy is attributed to two principles: "Gold-Standard Depth" (reasoning quality) and "Representative Diversity" (generalization). Notably, the AI evaluator failed to discern these critical performance differences. The clinical reliability of synthetic CoTs is dictated by strategic prompt curation, not the mere presence of examples. We propose a "Dual Principles" framework as a foundational methodology to generate trustworthy data at scale. This work offers a validated solution to the data bottleneck and confirms the indispensable role of human expertise in evaluating high-stakes clinical AI.