Heat a tablespoon of olive oil in a skillet over medium heat. Sauté the finely chopped onion until translucent, about 3-4 minutes.

Add in the finely chopped mushrooms and cook until dry and tender, about 5-7 minutes. Season with salt and pepper.

Mix in the cubed beef tenderloin, browning it on all sides for about 3-4 minutes. Stir in Dijon mustard and let cool slightly.

Preheat oven to 400°F (200°C). Roll out puff pastry on a floured surface and cut into 4x4 inch squares.

Place a spoonful of beef filling in the center of each pastry square. Fold over and seal edges with a fork.

Brush tops with beaten egg and place on a parchment-lined baking tray. Bake for 20 minutes until golden brown.

Cool for 5 minutes before serving. Enjoy warm with a salad or dipping sauce.