Step 1

Preheat oven to 400F. Season the beef pieces with salt and pepper. Heat oil in a large skillet or cast iron pan over medium-high heat. Sear one side of the beef pieces and quickly flip to brown the other side (about 1 minute total). Remove the pieces and set aside to cool while preparing the filling.

Step 2

Melt butter and remaining oil in skillet over medium-high heat. Add prosciutto pieces until fat has rendered and pieces are crispy and brown.

Step 3

Add in mushrooms and minced shallot. Reduce heat to medium and sauté for about 8 to 10 minutes, stirring frequently.

Step 4

Stir in fresh thyme, salt and pepper. Remove from heat and pat away any excess liquid. Allow to cool while prepping puff pastry.

Step 5

On a lightly floured surface, unroll both puff pastry sheets. Carefully roll each sheet out to about a 12x12 inch square. It doesn’t have to be exact. Cut each sheet of puff pastry into 12 4-inch square pieces.

Step 6

Place one piece of beef onto each puff pastry square. Top with a teaspoon of Dijon mustard and roughly a tablespoon of the mushroom filling on top. Fold up the opposite corners of the puff pastry square and press to seal.

Step 7

Place each unbaked Beef Wellington bite onto a baking sheet (lined with parchment paper). Be sure to place them seam side down so the puff pastry seals do not open during baking. Brush the puff pastry tops with the beaten egg.

Step 8

Bake for 15-18 minutes or until the pastry is golden brown. Ovens vary so watch carefully.

Step 9

In a small mixing bowl, stir together the horseradish cream sauce ingredients. Serve alongside warm Beef Wellington bites.