Thaw out 1 package frozen puff pastry sheets according to the back of the packaging.
Spray a 24-count mini muffin pan with nonstick cooking spray.
Place a large sheet of parchment paper on your counter and roll out each puff pastry sheet to about 12 inches square. Note: If the dough starts to stick, sprinkle a bit of flour over it and a little on your rolling pin. Or if you don't want to use parchment paper, just put a little flour on a clean work surface and roll it out.
Using a round 2 ½-inch biscuit/cookie cutter, cut a circle from the dough and press it lightly into the prepared mini muffin pan. Repeat for a total of 24 circles of dough (note: you’ll need to roll out the second dough of puff pastry to get 24 circles.)
Brush the insides of each of the pastry cups with Dijon mustard. Cover with plastic wrap and pop into the refrigerator while you prepare the filling.
Preheat the oven to 425°F.
Place 1 cup chopped mushrooms in the bowl of a food processor and pulse them until they are minced (not mushy). Note: if you don’t have a food processor, just cut them up as finely as possible.
In a skillet, over medium heat, melt 2 Tablespoons unsalted butter.
Once the butter has fully melted, add the minced mushrooms and gently fry until they begin to release their liquid, get soft, and begin to turn golden brown.
To the skillet add ½ cup chopped prosciutto, 1 clove garlic, minced, 2 teaspoons chopped fresh thyme and ¼ cup dry vermouth. Stir together and cook the mixture until the vermouth has been cooked down and the prosciutto has browned slightly but is still soft (not crispy).
Season the mixture with ½ teaspoon salt and ¼ teaspoon pepper.
Remove the skillet from the heat and stir in the remaining Tablespoon of unsalted butter until melted.
Transfer this mixture to a bowl and set it aside or cover it and place it in the refrigerator for 10 minutes to cool.
Season ½ pound beef tenderloin, cut into 1/2-inch pieces with the remaining ½ teaspoon salt and ¼ teaspoon pepper.
Remove the muffin pan from the refrigerator and add a few pieces of the beef tenderloin to each pastry cup. Evenly distribute the cubed beef tenderloin as best as possible
Spoon a teaspoon of the cooled mushroom mixture into each pastry cup. Do your best to place the mushroom mixture in and around the beef.
Place muffin tin in the preheated oven and bake for 6 minutes.
Reduce the heat to 400°F and continue baking for an additional 6 minutes.
While the Beef Wellington Bites are baking, make the horseradish cream sauce. In a small bowl, whisk together 2 Tablespoons sour cream, 2 Tablespoons mayonnaise, 1 teaspoon horseradish and ½ teaspoon honey until combined. Set aside.
Remove the muffin pan from the oven and run a thin knife (like a butter knife) around the edges of the Beef Wellington Bites to loosen them from the pan. Then dollop the tops of each bite with the horseradish cream sauce. Garnish each one with a little thyme (optional).
Place them on a serving platter.
Note: If you find it easier, remove the bites before adding the horseradish sauce on top. Stick them on a platter first then top. Then serve immediately!
Notes
Please refer to my FAQ’s (Frequently Asked Questions) and ingredient list above for other substitutions or for the answers to the most common questions.