1. Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
2. Season the beef cubes generously with salt and pepper. Heat olive oil in a skillet over medium-high heat and sear the beef on all sides for about 1-2 minutes per side until browned but still rare inside. Set aside to cool.
3. In the same skillet, melt butter, then add the finely chopped mushrooms, minced garlic, diced shallots, and thyme. Cook over medium heat until the mixture is dry and caramelized, about 8-10 minutes. Season with salt and pepper, then let cool completely.
4. Roll out your puff pastry sheet on a lightly floured surface. Cut it into squares about 3×3 inches—enough to wrap around each beef cube.
5. Spread a small spoonful of the mushroom mixture onto each pastry square, place a seared beef cube in the center, then fold the pastry over to seal it completely. Use the beaten egg to brush the edges and press gently to seal.
6. Place the wrapped beef bites seam-side down on your baking sheet. Brush the tops with the remaining egg wash to give a beautiful golden finish.
7. Bake for 15-18 minutes until the pastry is puffed and golden brown. Keep an eye on them—the pastry should be crisp without burning.
8. While the bites bake, mix the sour cream, horseradish, and lemon juice in a small bowl. Taste and adjust the horseradish level according to your preference.
9. Serve the Mini Beef Wellington Bites warm with a dollop of horseradish cream on the side or drizzled on top.

From my experience, the key is not to overcook the beef during searing—remember, it will cook further in the oven. Also, letting the mushroom mixture cool before assembling prevents the pastry from getting soggy, a little trick I picked up from my grandmother’s kitchen adventures.