Season beef pieces with salt and black pepper. Heat olive oil in a pan. Sear beef on high heat for 1-2 minutes per side. Remove and let cool completely before assembling.

Melt butter in a pan over medium heat. Add chopped mushrooms and garlic. Cook until all moisture evaporates. Stir often for even cooking. Add thyme, salt, and pepper. Let mixture cool fully.

Roll out the puff pastry on a flat surface. Cut it into squares large enough to wrap beef pieces. Keep pastry chilled for best results and easy handling.

Place a slice of prosciutto on the surface. Add a spoon of mushroom mixture. Place beef piece on top. Wrap everything tightly using the prosciutto as a layer.

Place wrapped beef in the center of pastry square. Fold edges over the beef and seal well. Make sure no gaps are left. Place seam side down on baking tray.

Brush each mini wellington with beaten egg. This gives a golden and shiny finish. You can also score light patterns on top for decoration.

Preheat oven to 200°C (400°F). Place tray in oven and bake for 20-25 minutes. Bake until pastry turns golden brown and crispy.

Remove from oven and let rest for 5 minutes. This helps juices settle inside. Serve warm for best taste and texture.