Preheat your oven to 400°F and line a baking sheet with parchment paper.
Sear the beef. Season the beef cubes generously with salt and pepper. Heat a skillet over high heat with a drizzle of oil and sear each cube for about 30 seconds per side until browned. Set aside to cool.
Make the duxelles. In the same skillet, melt butter over medium heat. Add the shallot and garlic, cooking for 2 minutes until softened. Add the mushrooms and thyme, cooking until all moisture has evaporated, about 8–10 minutes. Season well and let cool completely.
Brush the beef. Once the seared beef cubes have cooled, brush each one with a thin layer of Dijon mustard.
Assemble the bites. Roll out your puff pastry on a lightly floured surface and cut into 3-inch squares. Place a small spoonful of duxelles in the center of each square, top with a beef cube, then fold the pastry up around it, pinching the seams firmly to seal.
Egg wash and bake. Place seam-side down on the prepared baking sheet. Brush each parcel with beaten egg and sprinkle with flaky sea salt. Bake for 18–20 minutes until deep golden brown.
Rest and serve. Let them sit for 5 minutes before serving — this keeps everything inside nice and contained.