Prepare the Beef: Season the beef medallions generously with salt and pepper. Heat olive oil in a large skillet over medium-high heat. Sear the beef on all sides until browned, about 1-2 minutes per side. Remove from skillet and let cool slightly. Brush each medallion with Dijon mustard.

Make the Duxelles: In the same skillet, melt butter over medium heat. Add the chopped mushrooms and garlic. Cook, stirring occasionally, until the mushrooms are tender and have released their moisture, then continue cooking until the moisture has evaporated and the mushrooms are browned, about 10-15 minutes. Add the sherry (or white wine) and cook for another minute, scraping up any browned bits from the bottom of the pan. Stir in the parsley. Remove from heat and let cool completely.

Assemble the Wellingtons: Preheat oven to 400°F (200°C). Line a baking sheet with parchment paper. On a lightly floured surface, roll out the puff pastry to a 1/8-inch thickness. Use a cookie cutter (approximately 2-3 inches in diameter) or a knife to cut out circles of puff pastry.

Layer and Bake: Place a small spoonful of the mushroom duxelles in the center of each pastry circle. Top with a seared beef medallion. Brush the edges of the pastry with the beaten egg. Fold the pastry over the beef to create a half-moon shape (or another shape of your choosing), pressing the edges firmly to seal. Alternatively, top the beef medallion with another pastry circle. Crimp the edges with a fork to seal. Brush the tops of the Wellingtons with the remaining beaten egg. Cut a small slit in the top of each Wellington to allow steam to escape.

Bake: Place the Mini Beef Wellingtons on the prepared baking sheet and bake for 15-20 minutes, or until the pastry is golden brown and puffed. Let cool slightly before serving.