Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.

Season the beef cubes generously with salt and black pepper.

Heat the vegetable oil in a skillet over high heat. Quickly sear the beef cubes for just 30-45 seconds to brown the outside while keeping the inside raw. Remove from pan and set aside.

In the same skillet, melt the butter over medium heat. Add the chopped mushrooms, shallot, and thyme. Cook for 8-10 minutes until all the liquid released by the mushrooms has evaporated and the mixture is dry (this is your duxelles). Let it cool.

Roll out the thawed puff pastry slightly and cut it into 12 equal squares.

Place a small piece of prosciutto in the center of each pastry square, followed by a teaspoon of the mushroom mixture.

Place a seared beef cube on top of the mushrooms. Pull the four corners of the pastry up over the beef and pinch tightly to seal into a small bundle.

Place the bundles seam-side down on the prepared baking sheet. Brush the tops with the beaten egg.

Bake for 15-18 minutes until the pastry is puffed and golden brown. Serve warm.