01 - Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.
02 - Season the beef tenderloin generously with salt and pepper. Heat olive oil in a skillet over high heat. Sear the beef on all sides until evenly browned, approximately 2 minutes total. Remove from heat, transfer to a plate, and allow it to cool completely. Once cooled, slice the beef into 24 small cubes.
03 - Using the same skillet, melt the unsalted butter over medium heat. Add the minced shallot and garlic, sautéing until softened. Incorporate the finely chopped mushrooms and fresh thyme leaves. Cook, stirring occasionally, until the moisture has evaporated and the mushroom mixture is well-browned, about 8–10 minutes. Season with salt and pepper to taste. Allow the duxelles to cool.
04 - On a lightly floured surface, roll out the thawed puff pastry sheets. Cut each sheet into 24 equal squares, each approximately 2.75x2.75 inches (7x7 cm).
05 - On each puff pastry square, place a half-slice of prosciutto. Top the prosciutto with approximately 1 teaspoon of the cooled mushroom duxelles, followed by one cube of seared beef.
06 - Carefully fold the corners of the puff pastry over the filling to enclose it completely. Pinch the edges firmly to seal, ensuring no gaps. Place the assembled appetizers seam-side down on the prepared baking sheet.
07 - Gently brush the tops of each pastry-wrapped appetizer with the beaten egg wash.
08 - Bake in the preheated oven for 18–20 minutes, or until the puff pastry is a deep golden brown and appears crisp.
09 - Allow the mini Beef Wellingtons to cool slightly before serving to ensure optimal texture and temperature.