Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.

In a skillet over medium-high heat, heat the olive oil. Season the beef tenderloin with salt and pepper, then sear it on all sides until browned (about 2-3 minutes per side). Remove from the skillet and let it cool.

In the same skillet, add the chopped mushrooms, garlic, and thyme. Sauté until the mushrooms release their moisture and become golden brown, about 5-7 minutes. Remove from heat and let cool.

Roll out the puff pastry on a lightly floured surface until it’s about ⅛-inch thick. Cut it into squares measuring 4 inches on each side.

On each pastry square, place a spoonful of the mushroom mixture in the center. Slice the cooled beef tenderloin into 12 equal pieces, then place one piece on top of the mushrooms on each square.

Fold the corners of the pastry squares over the filling to create a package. Seal the edges by pressing with a fork. Place the assembled mini Wellingtons on the prepared baking sheet.

Brush the tops with the beaten egg to give them a golden finish.

Bake in the preheated oven for 20-25 minutes, or until the pastry is puffed and golden brown.

Let them cool slightly before serving. Enjoy!