Making Beef Wellington Bites is straightforward if you follow these simple steps:

1. Preheat Oven: Preheat your oven to 400°F (200°C).
2. Cook the Beef: In a skillet over medium-high heat, add olive oil. Season the beef cubes with salt and pepper, then sear them in the skillet until browned, about 3-4 minutes. Remove from heat and let cool.
3. Prepare the Mushroom Mixture: In the same skillet, add the chopped mushrooms and thyme. Sauté until the mixture is dry and caramelized, about 5-7 minutes. Allow to cool.
4. Combine Beef and Mushrooms: In a bowl, mix the cooled beef with the mushroom mixture. Stir in the Dijon mustard.
5. Roll Out Puff Pastry: On a floured surface, roll out the puff pastry sheets until they are about ¼-inch thick. Cut into squares (about 3 inches by 3 inches).
6. Fill the Pastry: Place a spoonful of the beef and mushroom mixture in the center of each pastry square.
7. Wrap the Filling: Fold the pastry over the filling to create a triangle or square shape. Pinch the edges to seal.
8. Egg Wash: Brush the tops of the pastry with the beaten egg for a golden finish.
9. Bake: Place the bites on a baking sheet lined with parchment paper. Bake in the preheated oven for 20-25 minutes or until golden brown and puffed.
10. Cool and Serve: Remove from the oven and let cool slightly before serving.

These steps will guide you in creating these incredible Beef Wellington Bites effortlessly.