Begin by cutting the beef tenderloin into ½-inch cubes, then season generously with salt and pepper. In a large skillet over medium-high heat, melt 2 tablespoons of butter and add 1 tablespoon of olive oil. Once hot, sear the beef cubes for about 2-3 minutes on each side until browned but still pink inside. Remove the beef from the skillet, leaving the fat behind.

In the same skillet, add diced shallots and sauté for 3 minutes until they soften. Then, add 1 pound of finely chopped mushrooms and minced garlic, cooking until the mushrooms release their moisture and the mixture becomes fragrant and dry, about 5-7 minutes.

Sprinkle fresh thyme into the mushroom mixture and stir in ¼ cup of heavy cream. Allow it to cook for an additional 5 minutes until thickened. Next, stir in 1 tablespoon of Dijon mustard and season with salt and pepper to taste. Remove from heat and let this mixture cool before assembly.

Preheat your oven to 400°F (200°C) and prepare a baking sheet by lining it with parchment paper.

Roll out the thawed frozen puff pastry on a lightly floured surface to about 1/8-inch thick. Use a knife or pizza cutter to cut the pastry into 2-inch squares, aiming for around 24 squares.

Place a teaspoon of the cooled mushroom filling and a beef cube in the center of each pastry square. Carefully fold the corners of the pastry over the filling, pinching the edges to seal them securely.

In a small bowl, whisk one egg and brush it over the tops of each assembled bite. Sprinkle a little salt on top. Bake in the preheated oven for about 14 minutes, or until the bites are puffed and golden brown.

Once baked, remove the Beef Wellington Bites from the oven and let them cool slightly before serving.