Creating Mini Beef Wellingtons is a delightful experience that results in incredible flavors. Follow these simple steps:

1. Prepare the Beef: Season the beef tenderloin with salt and pepper. Heat the olive oil in a skillet over high heat and sear the beef on all sides until browned (about 2-3 minutes). Remove from heat and let it cool.

2. Sauté the Mushrooms: In the same skillet, add the finely chopped mushrooms. Cook them over medium heat until they are browned and the moisture has evaporated, about 5-7 minutes.

3. Add Flavor: Stir in the Dijon mustard and thyme, mixing well. Season with additional salt and pepper as needed. Remove from heat and let the mixture cool.

4. Roll Out Puff Pastry: On a floured surface, roll out the puff pastry sheet to approximately 1/8-inch thickness. Cut out squares or circles, depending on your desired shape (about 4-5 inches wide).

5. Assemble the Wellingtons: Place a tablespoon of the mushroom mixture in the center of each pastry piece. Slice the cooled beef into bite-sized pieces and place one piece on top of the mushrooms.

6. Seal the Pastry: Fold the pastry over the filling, encasing it completely. Press the edges to seal and trim any excess dough.

7. Prepare for Baking: Brush the tops of the Wellingtons with the beaten egg for a golden finish. Place them on a baking sheet lined with parchment paper.

8. Bake: Preheat your oven to 400°F (200°C). Bake the Mini Beef Wellingtons for about 25-30 minutes or until golden brown and puffed up.

9. Cool Before Serving: Allow the Wellingtons to cool for about 5-10 minutes. This lets the filling set and makes them easier to handle.